500 Index Trust

		Shares or Principal Amount		Value
COMMON STOCKS – 98.5%
Communication services – 10.1%
Diversified telecommunication services – 0.9%
AT&T, Inc.		1,432,562		$	41,529,972
Comcast Corp., Class A		732,872			21,040,755
Verizon Communications, Inc.		865,157			43,430,881
					106,001,608
Entertainment – 1.3%
Electronic Arts, Inc.		46,057			9,389,641
Live Nation Entertainment, Inc. (A)		32,400			4,941,324
Netflix, Inc. (A)		863,852			83,059,370
Take-Two Interactive Software, Inc. (A)		35,639			7,038,703
The Walt Disney Company		361,904			34,880,308
TKO Group Holdings, Inc.		13,603			2,743,045
Warner Brothers Discovery, Inc. (A)		508,449			13,962,010
					156,014,401
Interactive media and services – 7.5%
Alphabet, Inc., Class A		1,191,404			342,600,134
Alphabet, Inc., Class C		956,968			274,515,840
Meta Platforms, Inc., Class A		447,544			256,053,349
					873,169,323
Media – 0.2%
Charter Communications, Inc., Class A (A)		18,056			3,897,929
EchoStar Corp., Class A (A)		27,421			3,210,176
Fox Corp., Class A		36,712			2,143,981
Fox Corp., Class B		30,453			1,617,054
News Corp., Class A		76,840			1,915,621
News Corp., Class B		25,328			722,101
Omnicom Group, Inc.		65,451			4,929,115
Paramount Skydance Corp., Class B (B)		63,768			575,187
The Trade Desk, Inc., Class A (A)		90,348			2,049,996
					21,061,160
Wireless telecommunication services – 0.2%
T-Mobile US, Inc.		96,743			20,318,932
					1,176,565,424
Consumer discretionary – 9.7%
Automobile components – 0.0%
Aptiv PLC (A)		44,337			3,078,761
Automobiles – 2.1%
Ford Motor Company		803,032			9,266,989
General Motors Company		184,727			13,762,162
Tesla, Inc. (A)		575,552			213,961,456
					236,990,607
Broadline retail – 3.7%
Amazon.com, Inc. (A)		1,998,988			416,329,231
eBay, Inc.		92,745			8,441,650
					424,770,881
Distributors – 0.0%
Genuine Parts Company		28,544			3,018,528
Pool Corp.		6,726			1,360,872
					4,379,400
Hotels, restaurants and leisure – 1.8%
Airbnb, Inc., Class A (A)		87,265			11,019,824
Booking Holdings, Inc.		6,614			27,847,056
Carnival Corp.		237,211			6,139,021
Chipotle Mexican Grill, Inc. (A)		260,646			8,343,278
Darden Restaurants, Inc.		23,867			4,678,887
Domino's Pizza, Inc.		6,378			2,288,363
DoorDash, Inc., Class A (A)		76,705			11,517,256
Expedia Group, Inc.		24,009			5,543,438
Hilton Worldwide Holdings, Inc.		46,193			14,046,367
Las Vegas Sands Corp.		62,428			3,363,621

500 Index Trust (continued)

		Shares or Principal Amount		Value
COMMON STOCKS (continued)
Hotels, restaurants and leisure (continued)
Marriott International, Inc., Class A		44,622		$	14,594,518
McDonald's Corp.		146,125			45,414,189
MGM Resorts International (A)		42,090			1,557,751
Norwegian Cruise Line Holdings, Ltd. (A)		93,414			1,746,842
Royal Caribbean Cruises, Ltd.		52,040			14,320,367
Starbucks Corp.		233,277			20,899,286
Wynn Resorts, Ltd.		17,323			1,759,151
Yum! Brands, Inc.		56,971			8,857,851
					203,937,066
Household durables – 0.2%
D.R. Horton, Inc.		53,370			7,323,431
Garmin, Ltd.		33,545			7,782,775
Lennar Corp., Class A		44,271			3,844,494
NVR, Inc. (A)		583			3,841,871
PulteGroup, Inc.		39,995			4,703,812
					27,496,383
Leisure products – 0.0%
Hasbro, Inc.		27,355			2,560,428
Specialty retail – 1.7%
AutoZone, Inc. (A)		3,413			11,528,363
Best Buy Company, Inc.		40,092			2,573,906
Carvana Company (A)		29,018			9,122,679
Lowe's Companies, Inc.		115,074			27,189,685
O'Reilly Automotive, Inc. (A)		173,199			15,988,000
Ross Stores, Inc.		65,051			14,091,998
The Home Depot, Inc.		203,189			66,826,830
The TJX Companies, Inc.		226,084			36,105,615
Tractor Supply Company		108,422			4,911,517
Ulta Beauty, Inc. (A)		9,200			4,808,932
Williams-Sonoma, Inc.		24,990			4,556,427
					197,703,952
Textiles, apparel and luxury goods – 0.2%
Deckers Outdoor Corp. (A)		29,905			2,993,191
Lululemon Athletica, Inc. (A)		22,142			3,389,940
NIKE, Inc., Class B		244,032			12,889,770
Ralph Lauren Corp.		7,953			2,735,752
Tapestry, Inc.		41,991			5,925,350
					27,934,003
					1,128,851,481
Consumer staples – 5.2%
Beverages – 1.1%
Brown-Forman Corp., Class B		36,131			955,304
Constellation Brands, Inc., Class A		28,926			4,338,900
Keurig Dr. Pepper, Inc.		278,764			7,339,856
Molson Coors Beverage Company, Class B		34,740			1,495,904
Monster Beverage Corp. (A)		146,345			10,604,159
PepsiCo, Inc.		278,292			43,215,965
The Coca-Cola Company		794,371			60,411,915
					128,362,003
Consumer staples distribution and retail – 2.1%
Costco Wholesale Corp.		90,935			90,610,362
Dollar General Corp.		45,163			5,362,203
Dollar Tree, Inc. (A)		38,922			4,262,348
Sysco Corp.		98,256			7,008,600
Target Corp.		93,236			11,300,203
The Kroger Company		117,811			8,524,804
Walmart, Inc.		896,599			111,429,324
					238,497,844
Food products – 0.5%
Archer-Daniels-Midland Company		98,607			7,167,743

1

500 Index Trust (continued)

		Shares or Principal Amount		Value
COMMON STOCKS (continued)
Food products (continued)
Bunge Global SA		27,773		$	3,532,726
Conagra Brands, Inc.		98,156			1,543,012
General Mills, Inc.		109,453			4,073,841
Hormel Foods Corp.		59,813			1,354,764
McCormick & Company, Inc.		51,962			2,620,963
Mondelez International, Inc., Class A		258,599			14,905,646
The Campbell's Company (B)		40,317			897,860
The Hershey Company		30,403			6,320,480
The J.M. Smucker Company		21,890			2,111,072
The Kraft Heinz Company		174,874			3,932,916
Tyson Foods, Inc., Class A		58,077			3,720,993
					52,182,016
Household products – 0.8%
Church & Dwight Company, Inc.		49,272			4,598,063
Colgate-Palmolive Company		165,394			14,096,531
Kimberly-Clark Corp.		68,093			6,568,932
The Clorox Company		25,029			2,593,755
The Procter & Gamble Company		475,011			68,610,589
					96,467,870
Personal care products – 0.1%
Kenvue, Inc.		393,098			6,777,010
The Estee Lauder Companies, Inc., Class A		50,445			3,620,438
					10,397,448
Tobacco – 0.6%
Altria Group, Inc.		344,439			22,729,530
Philip Morris International, Inc.		317,307			52,463,539
					75,193,069
					601,100,250
Energy – 4.0%
Energy equipment and services – 0.3%
Baker Hughes Company		202,473			12,360,977
Halliburton Company		172,688			6,733,105
SLB, Ltd.		306,538			15,752,988
					34,847,070
Oil, gas and consumable fuels – 3.7%
APA Corp.		72,773			3,088,486
Chevron Corp.		383,429			79,331,460
ConocoPhillips		250,447			33,059,004
Coterra Energy, Inc.		156,226			5,489,782
Devon Energy Corp.		121,484			6,113,075
Diamondback Energy, Inc.		38,215			7,558,545
EOG Resources, Inc.		111,334			16,095,556
EQT Corp.		128,051			8,149,166
Expand Energy Corp.		48,870			5,364,949
Exxon Mobil Corp.		855,081			145,073,042
Kinder Morgan, Inc.		401,713			13,469,437
Marathon Petroleum Corp.		59,929			14,633,463
Occidental Petroleum Corp.		147,574			9,592,310
ONEOK, Inc.		129,112			11,670,434
Phillips 66		82,674			15,061,549
Targa Resources Corp.		44,045			11,043,403
Texas Pacific Land Corp.		11,883			5,639,196
The Williams Companies, Inc.		250,579			18,237,140
Valero Energy Corp.		62,584			15,463,255
					424,133,252
					458,980,322
Financials – 12.4%
Banks – 3.4%
Bank of America Corp.		1,359,546			66,277,868
Citigroup, Inc.		357,635			40,559,385
Citizens Financial Group, Inc.		88,126			5,284,916

500 Index Trust (continued)

		Shares or Principal Amount		Value
COMMON STOCKS (continued)
Banks (continued)
Fifth Third Bancorp		182,549		$	8,481,227
Huntington Bancshares, Inc.		408,589			6,394,418
JPMorgan Chase & Co.		552,117			162,410,737
KeyCorp		190,616			3,821,851
M&T Bank Corp.		31,536			6,519,122
Regions Financial Corp.		179,919			4,699,484
The PNC Financial Services Group, Inc.		82,502			17,167,841
Truist Financial Corp.		254,539			11,701,158
U.S. Bancorp		318,949			16,588,537
Wells Fargo & Company		633,239			50,412,157
					400,318,701
Capital markets – 3.2%
Ameriprise Financial, Inc.		18,258			8,113,855
Ares Management Corp., Class A		42,271			4,611,766
BlackRock, Inc.		29,607			28,473,348
Cboe Global Markets, Inc.		21,472			6,035,135
CME Group, Inc.		73,990			21,852,947
Coinbase Global, Inc., Class A (A)		45,094			7,873,863
FactSet Research Systems, Inc.		7,685			1,667,568
Franklin Resources, Inc.		63,070			1,489,713
Interactive Brokers Group, Inc., Class A		91,383			6,129,058
Intercontinental Exchange, Inc.		116,994			18,400,816
Invesco, Ltd.		91,329			2,218,381
KKR & Company, Inc.		140,829			13,026,683
Moody's Corp.		31,481			13,733,586
Morgan Stanley		245,649			40,426,456
MSCI, Inc.		14,792			7,973,036
Nasdaq, Inc.		92,556			7,857,079
Northern Trust Corp.		38,804			5,415,874
Raymond James Financial, Inc.		36,177			5,238,068
Robinhood Markets, Inc., Class A (A)		161,350			11,181,555
S&P Global, Inc.		62,513			26,589,279
State Street Corp.		57,311			7,253,280
T. Rowe Price Group, Inc.		44,779			4,036,379
The Bank of New York Mellon Corp.		140,051			16,614,250
The Blackstone Group, Inc.		151,521			17,423,400
The Charles Schwab Corp.		342,728			32,209,577
The Goldman Sachs Group, Inc.		61,542			52,063,917
					367,908,869
Consumer finance – 0.5%
American Express Company		109,065			32,989,981
Capital One Financial Corp.		127,853			23,324,223
Synchrony Financial		68,559			4,663,383
					60,977,587
Financial services – 3.6%
Apollo Global Management, Inc.		95,277			10,615,763
Berkshire Hathaway, Inc., Class B (A)		375,541			179,959,247
Block, Inc. (A)		112,374			6,762,667
Corpay, Inc. (A)		14,355			4,177,161
Fidelity National Information Services, Inc.		106,256			4,984,469
Fiserv, Inc. (A)		110,360			6,158,088
Global Payments, Inc.		48,577			3,269,232
Jack Henry & Associates, Inc.		14,851			2,347,052
Mastercard, Inc., Class A		166,797			83,341,789
PayPal Holdings, Inc.		184,173			8,330,145
Visa, Inc., Class A		344,317			104,066,370
					414,011,983
Insurance – 1.7%
Aflac, Inc.		93,561			10,264,577
American International Group, Inc.		110,714			8,331,229
Aon PLC, Class A		44,102			14,235,244
Arch Capital Group, Ltd. (A)		74,093			7,112,187
Arthur J. Gallagher & Company		52,693			11,412,250

2

500 Index Trust (continued)

		Shares or Principal Amount		Value
COMMON STOCKS (continued)
Insurance (continued)
Assurant, Inc.		10,276		$	2,238,216
Brown & Brown, Inc.		60,247			3,928,707
Chubb, Ltd.		74,037			24,130,879
Cincinnati Financial Corp.		32,013			5,037,246
Erie Indemnity Company, Class A		5,213			1,310,079
Everest Group, Ltd.		7,525			2,459,546
Globe Life, Inc.		16,334			2,273,203
Loews Corp.		34,772			3,711,563
Marsh & McLennan Companies, Inc.		98,487			17,082,570
MetLife, Inc.		113,565			8,031,317
Principal Financial Group, Inc.		41,023			3,696,583
Prudential Financial, Inc.		71,817			7,015,803
The Allstate Corp.		53,694			11,132,914
The Hartford Insurance Group, Inc.		57,178			7,732,181
The Progressive Corp.		120,321			23,852,435
The Travelers Companies, Inc.		44,206			12,894,006
W.R. Berkley Corp.		61,600			4,082,848
Willis Towers Watson PLC		19,646			5,711,092
					197,676,675
					1,440,893,815
Health care – 9.3%
Biotechnology – 1.7%
AbbVie, Inc.		360,973			78,508,018
Amgen, Inc.		110,489			38,875,555
Biogen, Inc. (A)		30,102			5,518,600
Gilead Sciences, Inc.		254,572			35,479,700
Incyte Corp. (A)		33,838			3,184,833
Moderna, Inc. (A)		71,345			3,624,326
Regeneron Pharmaceuticals, Inc.		20,679			15,977,423
Vertex Pharmaceuticals, Inc. (A)		52,060			23,246,872
					204,415,327
Health care equipment and supplies – 1.8%
Abbott Laboratories		353,585			36,302,572
Align Technology, Inc. (A)		13,691			2,347,048
Baxter International, Inc.		105,476			1,771,997
Becton, Dickinson and Company		56,609			8,900,633
Boston Scientific Corp. (A)		304,179			19,087,232
DexCom, Inc. (A)		80,026			5,025,633
Edwards Lifesciences Corp. (A)		119,070			9,535,126
GE HealthCare Technologies, Inc.		93,468			6,653,052
Hologic, Inc. (A)		45,668			3,452,044
IDEXX Laboratories, Inc. (A)		16,384			9,206,006
Insulet Corp. (A)		14,434			3,028,831
Intuitive Surgical, Inc. (A)		72,738			33,531,491
Medtronic PLC		263,176			22,804,200
ResMed, Inc.		29,950			6,723,176
Solventum Corp. (A)		30,251			1,975,390
STERIS PLC		20,139			4,453,337
Stryker Corp.		70,622			23,205,683
The Cooper Companies, Inc. (A)		40,793			2,916,700
Zimmer Biomet Holdings, Inc.		40,665			3,676,929
					204,597,080
Health care providers and services – 1.5%
Cardinal Health, Inc.		48,752			10,301,785
Cencora, Inc.		39,781			12,496,803
Centene Corp. (A)		95,810			3,136,819
CVS Health Corp.		260,472			18,707,099
DaVita, Inc. (A)		7,243			1,113,177
Elevance Health, Inc.		45,601			13,349,693
HCA Healthcare, Inc.		31,907			15,099,669
Henry Schein, Inc. (A)		20,533			1,513,282
Humana, Inc.		24,679			4,279,092
Labcorp Holdings, Inc.		17,010			4,538,438
McKesson Corp.		24,948			21,589,001

500 Index Trust (continued)

		Shares or Principal Amount		Value
COMMON STOCKS (continued)
Health care providers and services (continued)
Quest Diagnostics, Inc.		22,825		$	4,473,244
The Cigna Group		53,495			14,269,791
UnitedHealth Group, Inc.		184,642			49,962,279
Universal Health Services, Inc., Class B		11,333			2,028,267
					176,858,439
Life sciences tools and services – 0.8%
Agilent Technologies, Inc.		58,171			6,630,331
Bio-Techne Corp.		31,971			1,670,804
Charles River Laboratories International, Inc. (A)		10,098			1,741,905
Danaher Corp.		128,991			24,456,694
IQVIA Holdings, Inc. (A)		34,943			5,959,179
Mettler-Toledo International, Inc. (A)		4,192			5,286,950
Revvity, Inc.		23,264			2,038,159
Thermo Fisher Scientific, Inc.		76,342			37,524,383
Waters Corp. (A)		20,175			6,008,115
West Pharmaceutical Services, Inc.		14,762			3,699,948
					95,016,468
Pharmaceuticals – 3.5%
Bristol-Myers Squibb Company		417,711			25,334,172
Eli Lilly & Company		162,138			149,129,668
Johnson & Johnson		492,890			120,482,032
Merck & Company, Inc.		509,280			61,261,291
Pfizer, Inc.		1,166,640			32,759,251
Viatris, Inc.		236,327			3,192,778
Zoetis, Inc.		85,625			10,121,731
					402,280,923
					1,083,168,237
Industrials – 8.9%
Aerospace and defense – 2.3%
Axon Enterprise, Inc. (A)		16,191			6,876,156
General Dynamics Corp.		52,022			17,854,991
General Electric Company		214,587			60,893,353
Howmet Aerospace, Inc.		82,498			19,012,489
Huntington Ingalls Industries, Inc.		8,052			3,058,955
L3Harris Technologies, Inc.		38,381			13,247,202
Lockheed Martin Corp.		41,240			24,925,044
Northrop Grumman Corp.		27,047			18,452,545
RTX Corp.		275,109			53,068,526
Textron, Inc.		36,159			3,166,082
The Boeing Company (A)		160,672			31,978,548
TransDigm Group, Inc.		11,556			13,392,942
					265,926,833
Air freight and logistics – 0.3%
C.H. Robinson Worldwide, Inc.		24,240			4,025,537
Expeditors International of Washington, Inc.		27,499			3,938,682
FedEx Corp.		43,546			15,510,214
United Parcel Service, Inc., Class B		151,631			14,917,458
					38,391,891
Building products – 0.5%
A.O. Smith Corp.		23,262			1,533,896
Allegion PLC		17,653			2,564,804
Builders FirstSource, Inc. (A)		22,690			1,868,068
Carrier Global Corp.		156,397			8,806,715
Johnson Controls International PLC		125,397			16,420,737
Lennox International, Inc.		6,549			3,039,587
Masco Corp.		42,615			2,572,668
Trane Technologies PLC		45,498			18,960,837
					55,767,312
Commercial services and supplies – 0.4%
Cintas Corp.		70,089			11,854,853

3

500 Index Trust (continued)

		Shares or Principal Amount		Value
COMMON STOCKS (continued)
Commercial services and supplies (continued)
Copart, Inc. (A)		182,701		$	6,065,673
Republic Services, Inc.		41,287			9,042,679
Rollins, Inc.		60,223			3,216,510
Veralto Corp.		50,948			4,504,822
Waste Management, Inc.		76,050			17,475,530
					52,160,067
Construction and engineering – 0.3%
Comfort Systems USA, Inc.		7,221			9,957,687
EMCOR Group, Inc.		9,186			6,782,116
Quanta Services, Inc.		30,597			16,798,365
					33,538,168
Electrical equipment – 1.2%
AMETEK, Inc.		47,235			10,125,295
Eaton Corp. PLC		79,695			28,504,511
Emerson Electric Company		115,274			15,103,199
GE Vernova, Inc.		55,137			48,129,087
Generac Holdings, Inc. (A)		12,041			2,351,969
Hubbell, Inc.		10,905			5,351,520
Rockwell Automation, Inc.		23,037			8,267,519
Vertiv Holdings Company, Class A		78,165			19,586,586
					137,419,686
Ground transportation – 0.8%
CSX Corp.		382,087			15,684,671
JB Hunt Transport Services, Inc.		15,435			3,270,677
Norfolk Southern Corp.		46,042			13,214,054
Old Dominion Freight Line, Inc.		37,756			7,377,522
Uber Technologies, Inc. (A)		420,720			30,262,390
Union Pacific Corp.		121,709			29,529,038
					99,338,352
Industrial conglomerates – 0.4%
3M Company		106,601			15,481,663
Honeywell International, Inc.		130,271			29,445,154
					44,926,817
Machinery – 1.8%
Caterpillar, Inc.		95,180			67,431,223
Cummins, Inc.		28,323			15,238,340
Deere & Company		51,585			29,057,831
Dover Corp.		26,501			5,524,133
Fortive Corp.		65,170			3,602,598
IDEX Corp.		15,358			2,911,109
Illinois Tool Works, Inc.		52,831			13,751,381
Ingersoll Rand, Inc.		73,776			5,910,933
Nordson Corp.		10,952			2,913,889
Otis Worldwide Corp.		79,964			6,163,625
PACCAR, Inc.		107,765			12,446,858
Parker-Hannifin Corp.		25,892			23,179,554
Pentair PLC		33,578			2,924,980
Snap-on, Inc.		10,672			3,876,284
Stanley Black & Decker, Inc.		31,781			2,258,358
Wabtec Corp.		35,078			8,766,343
Xylem, Inc.		49,957			5,969,862
					211,927,301
Passenger airlines – 0.2%
Delta Air Lines, Inc.		133,092			8,847,956
Southwest Airlines Company		97,449			3,661,159
United Airlines Holdings, Inc. (A)		66,427			6,115,934
					18,625,049
Professional services – 0.4%
Automatic Data Processing, Inc.		81,316			16,521,785
Broadridge Financial Solutions, Inc.		23,951			3,891,558
Equifax, Inc.		25,114			4,522,278
Jacobs Solutions, Inc.		24,527			3,121,797

500 Index Trust (continued)

		Shares or Principal Amount		Value
COMMON STOCKS (continued)
Professional services (continued)
Leidos Holdings, Inc.		26,234		$	4,079,912
Paychex, Inc.		66,461			6,122,387
Verisk Analytics, Inc.		28,597			5,426,281
					43,685,998
Trading companies and distributors – 0.3%
Fastenal Company		235,561			10,930,030
United Rentals, Inc.		12,576			9,162,371
W.W. Grainger, Inc.		8,976			9,791,111
					29,883,512
					1,031,590,986
Information technology – 32.4%
Communications equipment – 1.1%
Arista Networks, Inc. (A)		211,880			26,014,626
Ciena Corp. (A)		28,794			11,178,695
Cisco Systems, Inc.		808,587			62,738,265
F5, Inc. (A)		11,836			3,424,510
Lumentum Holdings, Inc. (A)		14,606			10,264,513
Motorola Solutions, Inc.		33,430			14,507,617
					128,128,226
Electronic equipment, instruments and components – 0.9%
Amphenol Corp., Class A		251,161			31,734,192
CDW Corp.		26,714			3,232,928
Coherent Corp. (A)		38,280			9,118,679
Corning, Inc.		160,087			21,767,029
Jabil, Inc.		21,922			5,823,141
Keysight Technologies, Inc. (A)		35,262			9,956,931
TE Connectivity PLC		60,364			12,617,283
Teledyne Technologies, Inc. (A)		9,634			5,828,666
Zebra Technologies Corp., Class A (A)		10,395			2,173,387
					102,252,236
IT services – 0.8%
Accenture PLC, Class A		125,460			24,877,463
Akamai Technologies, Inc. (A)		29,519			3,390,257
Cognizant Technology Solutions Corp., Class A		99,033			6,075,675
EPAM Systems, Inc. (A)		11,335			1,534,759
Gartner, Inc. (A)		14,789			2,341,690
GoDaddy, Inc., Class A (A)		27,730			2,292,439
IBM Corp.		191,796			46,489,432
VeriSign, Inc.		17,119			4,251,675
					91,253,390
Semiconductors and semiconductor equipment – 14.2%
Advanced Micro Devices, Inc. (A)		334,054			67,956,605
Analog Devices, Inc.		99,814			31,754,826
Applied Materials, Inc.		162,464			55,528,571
Broadcom, Inc.		970,312			300,321,267
First Solar, Inc. (A)		22,018			4,343,271
Intel Corp. (A)		960,912			42,405,047
KLA Corp.		26,725			39,350,157
Lam Research Corp.		255,779			54,649,741
Microchip Technology, Inc.		110,893			7,164,797
Micron Technology, Inc.		230,316			77,809,957
Monolithic Power Systems, Inc.		9,830			10,747,631
NVIDIA Corp.		4,973,040			867,298,170
NXP Semiconductors NV		51,640			10,165,850
ON Semiconductor Corp. (A)		82,563			5,112,301
Qnity Electronics, Inc.		42,974			4,958,340
Qualcomm, Inc.		217,087			27,956,464
Skyworks Solutions, Inc.		30,507			1,633,650
Teradyne, Inc.		32,134			9,526,446

4

500 Index Trust (continued)

		Shares or Principal Amount		Value
COMMON STOCKS (continued)
Semiconductors and semiconductor equipment (continued)
Texas Instruments, Inc.		186,438		$	36,195,073
					1,654,878,164
Software – 8.1%
Adobe, Inc. (A)		83,903			20,395,141
AppLovin Corp., Class A (A)		55,541			22,105,318
Autodesk, Inc. (A)		43,705			10,462,977
Cadence Design Systems, Inc. (A)		55,852			15,519,595
Crowdstrike Holdings, Inc., Class A (A)		51,493			20,103,382
Datadog, Inc., Class A (A)		66,777			7,883,025
Fair Isaac Corp. (A)		4,865			5,193,582
Fortinet, Inc. (A)		129,699			10,599,002
Gen Digital, Inc.		115,156			2,168,387
Intuit, Inc.		57,207			24,735,163
Microsoft Corp.		1,519,666			562,534,763
Oracle Corp.		347,397			51,105,573
Palantir Technologies, Inc., Class A (A)		466,437			68,230,404
Palo Alto Networks, Inc. (A)		165,212			26,486,788
PTC, Inc. (A)		24,580			3,502,404
Roper Technologies, Inc.		22,086			7,815,352
Salesforce, Inc.		191,675			35,779,972
ServiceNow, Inc. (A)		212,865			22,255,036
Synopsys, Inc. (A)		39,058			15,485,716
Trimble, Inc. (A)		48,818			3,184,398
Tyler Technologies, Inc. (A)		8,829			3,022,873
Workday, Inc., Class A (A)		41,894			5,442,868
					944,011,719
Technology hardware, storage and peripherals – 7.3%
Apple, Inc.		3,004,490			762,509,517
Dell Technologies, Inc., Class C		59,509			9,767,212
Hewlett Packard Enterprise Company		270,711			6,445,629
HP, Inc.		191,790			3,684,286
NetApp, Inc.		40,959			4,193,792
Sandisk Corp. (A)		30,200			19,187,268
Seagate Technology Holdings PLC		44,705			17,513,631
Super Micro Computer, Inc. (A)		102,893			2,342,874
Western Digital Corp.		69,011			18,666,785
					844,310,994
					3,764,834,729
Materials – 2.1%
Chemicals – 1.2%
Air Products & Chemicals, Inc.		45,665			13,265,226
Albemarle Corp.		24,150			4,335,650
CF Industries Holdings, Inc.		32,005			4,155,529
Corteva, Inc.		138,652			11,606,559
Dow, Inc.		145,842			6,074,319
DuPont de Nemours, Inc.		78,053			3,574,827
Ecolab, Inc.		52,305			13,914,176
International Flavors & Fragrances, Inc.		52,548			3,812,357
Linde PLC		95,099			47,146,280
LyondellBasell Industries NV, Class A		52,835			4,256,388
PPG Industries, Inc.		46,045			4,921,290
The Mosaic Company		65,130			1,660,815
The Sherwin-Williams Company		47,304			15,163,297
					133,886,713
Construction materials – 0.2%
CRH PLC		137,531			14,457,259
Martin Marietta Materials, Inc.		12,374			7,284,326
Vulcan Materials Company		27,112			7,382,598
					29,124,183
Containers and packaging – 0.2%
Amcor PLC		94,731			3,765,557
Avery Dennison Corp.		15,860			2,738,705
Ball Corp.		54,986			3,250,222

500 Index Trust (continued)

		Shares or Principal Amount		Value
COMMON STOCKS (continued)
Containers and packaging (continued)
International Paper Company		108,348		$	3,868,024
Packaging Corp. of America		18,338			3,891,690
Smurfit WestRock PLC		107,147			4,269,808
					21,784,006
Metals and mining – 0.5%
Freeport-McMoRan, Inc.		294,635			17,318,645
Newmont Corp.		223,913			24,238,582
Nucor Corp.		46,959			7,940,767
Steel Dynamics, Inc.		28,167			5,070,060
					54,568,054
					239,362,956
Real estate – 1.9%
Health care REITs – 0.3%
Alexandria Real Estate Equities, Inc.		31,915			1,481,494
Healthpeak Properties, Inc.		142,593			2,342,803
Ventas, Inc.		96,383			7,882,202
Welltower, Inc.		142,540			28,181,583
					39,888,082
Hotel and resort REITs – 0.0%
Host Hotels & Resorts, Inc.		131,230			2,514,367
Industrial REITs – 0.2%
Prologis, Inc.		190,591			25,192,318
Office REITs – 0.0%
BXP, Inc.		30,239			1,569,404
Real estate management and development – 0.1%
CBRE Group, Inc., Class A (A)		57,547			7,795,317
CoStar Group, Inc. (A)		86,964			3,508,128
					11,303,445
Residential REITs – 0.2%
AvalonBay Communities, Inc.		29,018			4,740,090
Camden Property Trust		21,831			2,132,015
Equity Residential		71,043			4,202,193
Essex Property Trust, Inc.		13,215			3,198,030
Invitation Homes, Inc.		115,721			2,875,667
Mid-America Apartment Communities, Inc.		24,024			2,933,811
UDR, Inc.		61,708			2,084,496
					22,166,302
Retail REITs – 0.3%
Federal Realty Investment Trust		16,108			1,710,831
Kimco Realty Corp.		138,959			3,122,409
Realty Income Corp.		188,756			11,548,092
Regency Centers Corp.		33,777			2,555,568
Simon Property Group, Inc.		65,152			12,152,803
					31,089,703
Specialized REITs – 0.8%
American Tower Corp.		96,058			16,577,690
Crown Castle, Inc.		89,354			7,265,374
Digital Realty Trust, Inc.		66,253			11,939,453
Equinix, Inc.		20,147			19,748,895
Extra Space Storage, Inc.		43,551			5,710,843
Iron Mountain, Inc.		60,651			6,194,893
Public Storage		32,402			8,777,054
SBA Communications Corp.		21,862			3,762,669
VICI Properties, Inc.		219,317			5,991,740
Weyerhaeuser Company		147,912			3,613,490
					89,582,101
					223,305,722
Utilities – 2.5%
Electric utilities – 1.6%
Alliant Energy Corp.		52,746			3,785,053

5

500 Index Trust (continued)

		Shares or Principal Amount		Value
COMMON STOCKS (continued)
Electric utilities (continued)
American Electric Power Company, Inc.		109,831		$	14,396,647
Constellation Energy Corp.		64,078			17,893,782
Duke Energy Corp.		159,567			20,893,703
Edison International		78,953			5,777,781
Entergy Corp.		91,638			10,296,446
Evergy, Inc.		47,238			3,869,737
Eversource Energy		76,984			5,333,452
Exelon Corp.		207,297			10,161,699
FirstEnergy Corp.		106,684			5,404,611
NextEra Energy, Inc.		427,325			39,689,946
NRG Energy, Inc.		43,202			6,313,540
PG&E Corp.		450,985			7,923,806
Pinnacle West Capital Corp.		24,558			2,474,219
PPL Corp.		151,782			5,798,072
The Southern Company		225,933			21,807,053
Xcel Energy, Inc.		121,375			9,642,030
					191,461,577
Gas utilities – 0.1%
Atmos Energy Corp.		32,938			6,084,307
Independent power and renewable electricity producers – 0.1%
The AES Corp.		146,117			2,058,789
Vistra Corp.		65,351			9,824,216
					11,883,005
Multi-utilities – 0.7%
Ameren Corp.		55,501			6,100,670
CenterPoint Energy, Inc.		133,956			5,781,541
CMS Energy Corp.		62,442			4,844,250
Consolidated Edison, Inc.		74,060			8,382,111
Dominion Energy, Inc.		175,208			10,831,359

500 Index Trust (continued)

		Shares or Principal Amount		Value
COMMON STOCKS (continued)
Multi-utilities (continued)
DTE Energy Company		42,614		$	6,231,019
NiSource, Inc.		97,916			4,568,761
Public Service Enterprise Group, Inc.		102,421			8,290,980
Sempra		133,922			13,013,201
WEC Energy Group, Inc.		66,746			7,727,184
					75,771,076
Water utilities – 0.0%
American Water Works Company, Inc.		40,037			5,448,635
					290,648,600
TOTAL COMMON STOCKS (Cost $3,598,630,197)				$	11,439,302,522
SHORT-TERM INVESTMENTS – 1.4%
Short-term funds – 1.4%
John Hancock Collateral Trust, 3.6657% (C)(D)		15,421,232			154,238,536
TOTAL SHORT-TERM INVESTMENTS (Cost $154,265,444)				$	154,238,536
Total Investments (500 Index Trust) (Cost $3,752,895,641) – 99.9%				$	11,593,541,058
Other assets and liabilities, net – 0.1%					17,272,601
TOTAL NET ASSETS – 100.0%				$	11,610,813,659

Security Abbreviations and Legend
(A)	Non-income producing security.
(B)	All or a portion of this security is on loan as of 3-31-26. The value of securities on loan amounted to $1,447,834.
(C)	The rate shown is the annualized seven-day yield as of 3-31-26.
(D)	Investment is an affiliate of the portfolio, 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 $1,481,697.

DERIVATIVES

FUTURES

Open contracts	Number of contracts	Position	Expiration date	Notional basis^	Notional value^	Unrealized appreciation (depreciation)
S&P 500 E-Mini Index Futures	548	Long	Jun 2026	$184,116,946	$180,038,550	$(4,078,396)
						$(4,078,396)

    

^ 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 – 46.0%
U.S. Government – 13.8%
U.S. Treasury Bonds
1.250%, 05/15/2050	$	2,000,000		$	949,141
1.375%, 08/15/2050		11,803,000			5,771,483
1.625%, 11/15/2050		15,489,000			8,081,507
1.875%, 02/15/2041		3,702,000			2,564,647
2.000%, 02/15/2050 to 08/15/2051		10,049,000			5,847,305
2.500%, 02/15/2045		4,687,000			3,286,942
3.000%, 02/15/2047		1,329,000			990,209
3.375%, 11/15/2048		2,434,000			1,907,362
4.625%, 11/15/2055		10,652,000			10,177,653
4.750%, 08/15/2055		5,093,000			4,963,288
4.875%, 08/15/2045		5,840,000			5,820,838

Active Bond Trust (continued)

		Shares or Principal Amount		Value
U.S. GOVERNMENT AND AGENCY OBLIGATIONS (continued)
U.S. Government (continued)
U.S. Treasury Notes
1.625%, 05/15/2031	$	1,590,000		$	1,418,019
3.500%, 03/15/2029		6,060,000			6,006,502
3.875%, 03/31/2031		3,553,000			3,541,619
4.125%, 02/15/2036		12,606,000			12,409,031
4.250%, 03/31/2033		2,842,000			2,861,539
					76,597,085
U.S. Government Agency – 32.2%
Federal Home Loan Mortgage Corp.
2.000%, 06/01/2036		527,675			486,730
2.500%, 08/01/2051 to 12/01/2051		1,381,135			1,183,212
3.000%, 03/01/2043 to 08/01/2052		6,638,685			5,962,983

6

Active Bond Trust (continued)

		Shares or Principal Amount		Value
U.S. GOVERNMENT AND AGENCY OBLIGATIONS (continued)
U.S. Government Agency (continued)
Federal Home Loan Mortgage Corp. (continued)
3.500%, 10/01/2046 to 07/01/2052	$	11,298,541		$	10,464,986
4.000%, 08/01/2048 to 01/01/2054		8,813,482			8,351,046
4.500%, 12/01/2037 to 02/01/2054		12,101,586			11,794,356
5.000%, 10/01/2052 to 12/01/2054		13,177,968			13,109,001
5.500%, 04/01/2053 to 05/01/2055		7,536,525			7,656,990
Federal National Mortgage Association
2.000%, 04/01/2037 to 12/01/2050		2,785,192			2,332,968
2.500%, 01/01/2036 to 03/01/2052		11,663,606			10,141,740
3.000%, 01/01/2043 to 09/01/2052		31,201,620			27,871,706
3.500%, 06/01/2043 to 08/01/2053		21,961,239			20,324,731
4.000%, 01/01/2049 to 09/01/2053		20,635,635			19,601,317
4.500%, 11/01/2037 to 08/01/2053		15,818,303			15,388,603
5.000%, 08/01/2052 to 12/01/2054		16,024,147			15,950,419
5.500%, 09/01/2034 to 09/01/2055		7,149,634			7,258,934
6.355%, (1 Year Refinitiv USD IBOR Consumer Cash Fallback Rate + 1.605%), 08/01/2034 (A)		16,450			16,935
6.372%, (6 month Refinitiv USD IBOR Consumer Cash Fallback Rate + 2.122%), 07/01/2033 (A)		8,379			8,661
7.000%, 09/01/2031 to 01/01/2032		28,757			30,191
7.500%, 09/01/2029 to 05/01/2031		4,001			4,169
Government National Mortgage Association
6.000%, 03/15/2033 to 06/15/2033		50,431			52,313
6.500%, 09/15/2028 to 08/15/2031		4,346			4,513
7.000%, 04/15/2029		6,224			6,331
					178,002,835
TOTAL U.S. GOVERNMENT AND AGENCY OBLIGATIONS (Cost $267,555,110)				$	254,599,920
FOREIGN GOVERNMENT OBLIGATIONS – 0.2%
Saudi Arabia – 0.2%
Kingdom of Saudi Arabia 5.875%, 01/12/2056 (B)		949,000			908,400
TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost $939,384)				$	908,400
CORPORATE BONDS – 40.8%
Communication services – 3.2%
Alphabet, Inc. 4.400%, 02/15/2033		531,000			524,386
AT&T, Inc.
2.750%, 06/01/2031		1,047,000			957,413
4.500%, 05/15/2035		324,000			307,108
4.750%, 04/30/2033		255,000			252,584
Cable One, Inc. 4.000%, 11/15/2030 (B)(C)		202,000			140,626
CCO Holdings LLC
4.250%, 02/01/2031 (B)		324,000			295,311
4.500%, 05/01/2032		218,000			194,733
7.375%, 03/01/2031 (B)(C)		264,000			268,745
7.375%, 02/01/2036 (B)		347,000			345,559
Charter Communications Operating LLC 6.384%, 10/23/2035		941,000			955,570
Cipher Compute LLC 7.125%, 11/15/2030 (B)		181,000			187,521
Discovery Global Holdings, Inc.
4.279%, 03/15/2032		294,000			260,190
5.050%, 03/15/2042		589,000			388,037
GCI LLC 4.750%, 10/15/2028 (B)		486,000			470,336

Active Bond Trust (continued)

		Shares or Principal Amount		Value
CORPORATE BONDS (continued)
Communication services (continued)
Gray Media, Inc. 10.500%, 07/15/2029 (B)	$	405,000		$	430,373
IHS Holding, Ltd.
7.875%, 05/29/2030 (B)		341,000			345,487
8.250%, 11/29/2031 (B)		542,000			556,096
Iliad Holding SAS
7.000%, 04/15/2032 (B)		465,000			465,557
8.500%, 04/15/2031 (B)		200,000			209,263
Level 3 Financing, Inc. 6.875%, 06/30/2033 (B)		655,000			667,000
Meta Platforms, Inc.
4.200%, 11/15/2030		622,000			615,965
4.600%, 11/15/2032		414,000			409,938
5.625%, 11/15/2055		240,000			224,974
Millicom International Cellular SA
6.250%, 03/25/2029 (B)		304,200			302,982
7.375%, 04/02/2032 (B)		200,000			202,488
News Corp.
3.875%, 05/15/2029 (B)		403,000			388,925
5.125%, 02/15/2032 (B)		225,000			219,986
NTT Finance Corp. 5.171%, 07/16/2032 (B)		358,000			360,620
Oak-Eagle Acquireco, Inc. 7.250%, 07/01/2033 (B)		177,000			183,389
Paramount Global
4.200%, 05/19/2032		190,000			162,882
4.375%, 03/15/2043		300,000			181,430
4.950%, 05/19/2050		689,000			411,312
Roblox Corp. 3.875%, 05/01/2030 (B)		740,000			695,439
Sirius XM Radio LLC 4.000%, 07/15/2028 (B)		148,000			142,859
Sitios Latinoamerica SAB de CV 6.000%, 11/25/2029 (B)		632,000			636,424
STC Sukuk Company II, Ltd. 4.489%, 01/15/2031 (B)		499,000			486,961
SV RNO Property Owner 1 LLC 5.875%, 03/01/2031 (B)		287,000			283,697
T-Mobile USA, Inc. 3.875%, 04/15/2030		1,654,000			1,610,783
Verizon Communications, Inc. 2.550%, 03/21/2031		647,000			587,391
Vodafone Group PLC 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			464,908
Windstream Services LLC 8.250%, 10/01/2031 (B)		218,000			227,844
WMG Acquisition Corp. 3.875%, 07/15/2030 (B)		541,000			508,487
					17,531,579
Consumer discretionary – 3.5%
Amazon.com, Inc. 4.550%, 03/13/2033		531,000			525,889
Asbury Automotive Group, Inc.
4.625%, 11/15/2029 (B)		128,000			123,741
4.750%, 03/01/2030		288,000			277,529
Brightstar Lottery PLC 5.750%, 01/15/2033 (B)		372,000			361,613
Brookfield Residential Properties, Inc. 5.000%, 06/15/2029 (B)		94,000			89,187
Carnival Corp.
5.125%, 05/01/2029 (B)		419,000			415,975
5.750%, 08/01/2032 (B)		1,127,000			1,126,634

7

Active Bond Trust (continued)

		Shares or Principal Amount		Value
CORPORATE BONDS (continued)
Consumer discretionary (continued)
Carnival Corp. (continued)
5.875%, 06/15/2031 (B)	$	456,000		$	461,605
Century Communities, Inc. 3.875%, 08/15/2029 (B)		189,000			177,368
Dealer Tire LLC 8.000%, 02/01/2028 (B)		280,000			272,286
Ford Motor Credit Company LLC
4.000%, 11/13/2030		1,176,000			1,094,383
5.113%, 05/03/2029		728,000			721,083
5.800%, 03/08/2029		337,000			340,801
6.125%, 03/08/2034		1,195,000			1,183,463
General Motors Financial Company, Inc.
3.600%, 06/21/2030		1,451,000			1,379,951
5.950%, 04/04/2034		1,423,000			1,462,150
Global Auto Holdings, Ltd.
8.750%, 01/15/2032 (B)		689,000			589,862
11.500%, 08/15/2029 (B)		315,000			313,398
Hilton Domestic Operating Company, Inc. 5.500%, 03/31/2034 (B)		290,000			283,323
Hilton Grand Vacations Borrower LLC 6.625%, 01/15/2032 (B)		401,000			396,072
KB Home 4.000%, 06/15/2031		215,000			198,225
Lithia Motors, Inc.
3.875%, 06/01/2029 (B)		176,000			167,167
4.375%, 01/15/2031 (B)		341,000			320,479
5.500%, 10/01/2030 (B)		306,000			299,859
Macy's Retail Holdings LLC
5.875%, 03/15/2030 (B)		182,000			180,721
6.125%, 03/15/2032 (B)		213,000			209,238
7.375%, 08/01/2033 (B)		372,000			381,096
Marriott International, Inc. 4.500%, 05/01/2033		194,000			187,446
Marriott Ownership Resorts, Inc. 6.500%, 10/01/2033 (B)		373,000			354,663
MercadoLibre, Inc. 4.900%, 01/15/2033		473,000			458,905
Midwest Gaming Borrower LLC 4.875%, 05/01/2029 (B)		305,000			295,795
Rakuten Group, Inc. 9.750%, 04/15/2029 (B)		249,000			265,334
Rivers Enterprise Borrower LLC
6.250%, 10/15/2030 (B)		268,000			267,324
6.625%, 02/01/2033 (B)		334,000			331,486
Royal Caribbean Cruises, Ltd. 5.375%, 01/15/2036		253,000			248,559
S&S Holdings LLC 8.375%, 10/01/2031 (B)		426,000			375,750
Taylor Morrison Communities, Inc. 5.750%, 11/15/2032 (B)		79,000			79,069
The Home Depot, Inc.
3.250%, 04/15/2032		266,000			248,289
4.950%, 06/25/2034		574,000			578,156
The Michaels Companies, Inc. 8.500%, 03/15/2033 (B)		480,000			467,277
TopBuild Corp. 5.625%, 01/31/2034 (B)		380,000			371,933
Travel + Leisure Company
4.625%, 03/01/2030 (B)		101,000			96,363
6.125%, 09/01/2033 (B)		439,000			433,293
Valvoline, Inc. 3.625%, 06/15/2031 (B)		310,000			280,159
Viking Cruises, Ltd. 5.875%, 10/15/2033 (B)		447,000			441,328

Active Bond Trust (continued)

		Shares or Principal Amount		Value
CORPORATE BONDS (continued)
Consumer discretionary (continued)
Wayfair LLC 6.750%, 11/15/2032 (B)	$	278,000		$	280,111
Wyndham Hotels & Resorts, Inc. 5.625%, 03/01/2033 (B)		150,000			147,597
					19,561,935
Consumer staples – 1.1%
Albertsons Companies, Inc. 5.750%, 03/31/2034 (B)		946,000			925,516
Froneri Lux FinCo Sarl 6.000%, 08/01/2032 (B)		465,000			453,323
Industrial F&B Investments III, Inc. 7.750%, 02/11/2033 (B)		202,000			204,091
JBS NV
3.625%, 01/15/2032		527,000			488,155
5.750%, 04/01/2033		466,000			481,024
5.950%, 04/20/2035		133,000			138,063
Kenvue, Inc. 4.900%, 03/22/2033		266,000			268,141
MARB BondCo PLC 3.950%, 01/29/2031 (B)		712,000			630,581
Mars, Inc. 5.000%, 03/01/2032 (B)		507,000			513,020
NBM US Holdings, Inc. 6.625%, 08/06/2029 (B)		448,000			447,758
Performance Food Group, Inc. 5.625%, 03/01/2034 (B)		286,000			275,845
Pilgrim's Pride Corp. 6.250%, 07/01/2033		671,000			702,658
Post Holdings, Inc. 6.250%, 10/15/2034 (B)		65,000			63,648
Unilever Capital Corp. 5.900%, 11/15/2032		266,000			287,913
Viking Baked Goods Acquisition Corp. 8.625%, 11/01/2031 (B)		227,000			224,620
					6,104,356
Energy – 5.4%
Aker BP ASA
3.750%, 01/15/2030 (B)		150,000			144,134
4.000%, 01/15/2031 (B)		289,000			277,234
Antero Midstream Partners LP
5.750%, 10/15/2033 (B)		374,000			369,851
5.750%, 07/01/2034 (B)		867,000			854,369
Ascent Resources Utica Holdings LLC
5.875%, 06/30/2029 (B)		433,000			432,599
6.625%, 10/15/2032 (B)		145,000			147,094
6.625%, 07/15/2033 (B)		172,000			174,954
Azule Energy Finance PLC 8.625%, 01/22/2033 (B)		307,000			308,776
BP Capital Markets America, Inc. 4.812%, 02/13/2033		275,000			275,890
Cheniere Energy Partners LP
5.550%, 10/30/2035		267,000			271,899
5.950%, 06/30/2033		558,000			584,957
Columbia Pipelines Holding Company LLC
4.999%, 11/17/2032 (B)		378,000			375,510
5.681%, 01/15/2034 (B)		721,000			737,741
Columbia Pipelines Operating Company LLC 6.036%, 11/15/2033 (B)		447,000			470,988
Comstock Resources, Inc. 5.875%, 01/15/2030 (B)		476,000			460,563
Continental Resources, Inc.
2.875%, 04/01/2032 (B)		330,000			289,045
5.750%, 01/15/2031 (B)		499,000			508,561

8

Active Bond Trust (continued)

		Shares or Principal Amount		Value
CORPORATE BONDS (continued)
Energy (continued)
DT Midstream, Inc.
4.375%, 06/15/2031 (B)	$	954,000		$	919,591
5.800%, 12/15/2034 (B)		214,000			219,713
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		394,000			390,610
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		629,000			627,758
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		490,000			490,192
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			192,388
Energean Israel Finance, Ltd.
5.375%, 03/30/2028 (B)		151,000			144,970
5.875%, 03/30/2031 (B)		260,000			241,344
Energy Transfer LP
5.600%, 09/01/2034		305,000			310,845
6.500%, (6.500% to 11-15-26, then 5 Year CMT + 5.694%), 11/15/2026 (D)		964,000			962,066
6.500%, (6.500% to 2-15-31, then 5 Year CMT + 2.676%), 02/15/2056		298,000			294,418
6.750%, (6.750% to 2-15-36, then 5 Year CMT + 2.475%), 02/15/2056		518,000			515,175
7.125%, (7.125% to 5-15-30, then 5 Year CMT + 5.306%), 05/15/2030 (D)		761,000			774,565
Enterprise Products Operating LLC
5.250%, (5.250% to 8-16-27, then 3 month CME Term SOFR + 3.295%), 08/16/2077		909,000			900,895
5.350%, 01/31/2033		266,000			274,362
EOG Resources, Inc. 5.000%, 07/15/2032		266,000			269,310
Expand Energy Corp. 4.750%, 02/01/2032		406,000			395,594
Genesis Energy LP
6.750%, 03/15/2034		51,000			50,759
7.875%, 05/15/2032		238,000			244,762
8.000%, 05/15/2033		270,000			278,989
Global Partners LP
7.125%, 07/01/2033 (B)		78,000			78,637
8.250%, 01/15/2032 (B)		212,000			219,091
Hess Midstream Operations LP 6.500%, 06/01/2029 (B)		105,000			107,260
Howard Midstream Energy Partners LLC
6.625%, 01/15/2034 (B)		220,000			220,836
7.375%, 07/15/2032 (B)		64,000			66,179
Leviathan Bond, Ltd.
6.500%, 06/30/2027 (B)		666,000			664,758
6.750%, 06/30/2030 (B)		113,000			114,810
Long Ridge Energy LLC 8.750%, 02/15/2032 (B)		336,000			352,502
MPLX LP
4.950%, 09/01/2032		289,000			287,690
5.000%, 03/01/2033		355,000			353,006

Active Bond Trust (continued)

		Shares or Principal Amount		Value
CORPORATE BONDS (continued)
Energy (continued)
Occidental Petroleum Corp.
5.375%, 01/01/2032	$	229,000		$	232,431
6.450%, 09/15/2036		563,000			601,565
6.625%, 09/01/2030		445,000			478,522
Ovintiv, Inc.
6.250%, 07/15/2033		265,000			279,608
7.200%, 11/01/2031		55,000			60,440
Permian Resources Operating LLC 6.250%, 02/01/2033 (B)		203,000			206,783
Plains All American Pipeline LP 4.700%, 01/15/2031		196,000			195,404
Repsol E&P Capital Markets US LLC 5.204%, 09/16/2030 (B)		703,000			708,946
Sabine Pass Liquefaction LLC 4.500%, 05/15/2030		817,000			811,068
Sunoco LP
4.500%, 10/01/2029 (B)		376,000			363,322
4.500%, 04/30/2030		569,000			548,538
4.625%, 05/01/2030 (B)		214,000			205,947
5.625%, 03/15/2031 (B)		197,000			196,096
5.875%, 03/15/2034 (B)		345,000			341,189
6.250%, 07/01/2033 (B)		219,000			219,954
7.250%, 05/01/2032 (B)		324,000			335,233
7.875%, (7.875% to 9-18-30, then 5 Year CMT + 4.230%), 09/18/2030 (B)(D)		593,000			605,468
Targa Resources Corp.
5.500%, 02/15/2035		330,000			332,935
6.150%, 03/01/2029		299,000			311,514
Targa Resources Partners LP 4.000%, 01/15/2032		523,000			495,650
Var Energi ASA
5.875%, 05/22/2030 (B)		783,000			807,780
8.000%, 11/15/2032 (B)		1,043,000			1,186,274
Venture Global LNG, Inc.
7.000%, 01/15/2030 (B)(C)		315,000			321,632
9.000%, (9.000% to 9-30-29, then 5 Year CMT + 5.440%), 09/30/2029 (B)(D)		534,000			531,889
Viper Energy Partners LLC 4.900%, 08/01/2030		390,000			389,743
Western Midstream Operating LP
4.050%, 02/01/2030		496,000			481,653
5.450%, 11/15/2034		285,000			282,213
Whistler Pipeline LLC
5.400%, 09/30/2029 (B)		228,000			233,550
5.700%, 09/30/2031 (B)		230,000			236,251
					29,648,838
Financials – 12.9%
Ally Financial, Inc.
5.548%, (5.548% to 7-31-32, then Overnight SOFR + 1.780%), 07/31/2033		543,000			533,377
5.737%, (5.737% to 5-15-28, then SOFR Compouned Index + 1.960%), 05/15/2029		256,000			259,993
6.184%, (6.184% to 7-26-34, then Overnight SOFR + 2.290%), 07/26/2035		358,000			359,040
8.000%, 11/01/2031		467,000			517,822
Ambac Assurance Corp. 5.100%, 04/01/2026 (B)(D)		131			173
Apollo Debt Solutions BDC
6.700%, 07/29/2031		426,000			430,975
6.900%, 04/13/2029		714,000			730,559

9

Active Bond Trust (continued)

		Shares or Principal Amount		Value
CORPORATE BONDS (continued)
Financials (continued)
Ares Strategic Income Fund
5.150%, 01/15/2031 (B)	$	564,000		$	532,681
5.450%, 09/09/2028 (B)		245,000			242,450
5.600%, 02/15/2030		352,000			342,513
5.700%, 03/15/2028		82,000			81,873
5.800%, 09/09/2030 (B)		451,000			438,547
6.200%, 03/21/2032		301,000			295,013
6.350%, 08/15/2029		151,000			151,483
Asurion LLC 8.375%, 02/01/2034 (B)		444,000			431,063
Athene Global Funding
4.721%, 10/08/2029 (B)		328,000			322,697
5.322%, 11/13/2031 (B)		330,000			326,248
Athene Holding, Ltd.
3.500%, 01/15/2031		141,000			130,781
6.625%, (6.625% to 10-15-34, then 5 Year CMT + 2.607%), 10/15/2054		228,000			210,587
Atlas Warehouse Lending Company LP 6.250%, 01/15/2030 (B)		267,000			274,594
Augusta SpinCo Corp. 4.945%, 03/23/2033		202,000			201,301
Banco Bradesco SA 5.375%, 01/20/2031 (B)		535,000			527,457
Banco Santander SA
4.551%, 11/06/2030		600,000			591,405
9.625%, (9.625% to 11-21-33, then 5 Year CMT + 5.298%), 05/21/2033 (D)		613,000			707,815
Bank Hapoalim BM
4.722%, 07/14/2029 (B)		405,000			400,147
5.252%, 01/14/2033 (B)		234,000			230,840
Bank of America Corp.
2.592%, (2.592% to 4-29-30, then Overnight SOFR + 2.150%), 04/29/2031		792,000			731,678
2.687%, (2.687% to 4-22-31, then Overnight SOFR + 1.320%), 04/22/2032		1,431,000			1,296,799
4.571%, (4.571% to 4-27-32, then Overnight SOFR + 1.830%), 04/27/2033		477,000			468,660
5.425%, (5.425% to 8-15-34, then Overnight SOFR + 1.913%), 08/15/2035		1,261,000			1,258,053
5.518%, (5.518% to 10-25-34, then Overnight SOFR + 1.738%), 10/25/2035		168,000			167,996
6.625%, (6.625% to 5-1-30, then 5 Year CMT + 2.684%), 05/01/2030 (D)		818,000			838,650
Bank of Montreal 7.700%, (7.700% to 5-26-29, then 5 Year CMT + 3.452%), 05/26/2084		717,000			736,327
Barclays PLC
5.367%, (5.367% to 2-25-30, then Overnight SOFR + 1.230%), 02/25/2031		488,000			496,475
8.000%, (8.000% to 9-15-29, then 5 Year CMT + 5.431%), 03/15/2029 (D)		568,000			587,743
Blackstone Private Credit Fund
5.050%, 09/10/2030		465,000			438,403
5.250%, 04/01/2030		423,000			403,082
5.950%, 07/16/2029		310,000			305,419
7.300%, 11/27/2028		304,000			310,221

Active Bond Trust (continued)

		Shares or Principal Amount		Value
CORPORATE BONDS (continued)
Financials (continued)
Block, Inc.
5.625%, 08/15/2030 (B)	$	162,000		$	161,105
6.000%, 08/15/2033 (B)		210,000			206,532
BNP Paribas SA
5.497%, (5.497% to 5-20-29, then Overnight SOFR + 1.590%), 05/20/2030 (B)		667,000			683,019
9.250%, (9.250% to 11-17-27, then 5 Year CMT + 4.969%), 11/17/2027 (B)(D)		200,000			208,546
BPCE SA
4.760%, (4.760% to 1-13-31, then Overnight SOFR + 1.267%), 01/13/2032 (B)		380,000			374,734
5.936%, (5.936% to 5-30-34, then Overnight SOFR + 1.850%), 05/30/2035 (B)		430,000			439,820
Brookfield Finance, Inc. 6.300%, (6.300% to 1-15-35, then 5 Year CMT + 2.076%), 01/15/2055		428,000			409,954
Canadian Imperial Bank of Commerce 6.500%, (6.500% to 7-28-31, then 5 Year CMT + 2.727%), 07/28/2086		519,000			507,308
Citigroup, Inc.
6.174%, (6.174% to 5-25-33, then Overnight SOFR + 2.661%), 05/25/2034		643,000			665,581
6.625%, (6.625% to 2-15-31, then 5 Year CMT + 3.001%), 02/15/2031 (D)		564,000			564,423
Citizens Financial Group, Inc.
3.250%, 04/30/2030		100,000			94,284
5.253%, (5.253% to 3-5-30, then Overnight SOFR + 1.259%), 03/05/2031		347,000			351,134
5.299%, (5.299% to 1-29-31, then 5 Year CMT + 1.450%), 01/29/2036		99,000			98,109
5.718%, (5.718% to 7-23-31, then Overnight SOFR + 1.910%), 07/23/2032		893,000			917,921
CNO Financial Group, Inc.
5.250%, 05/30/2029		651,000			652,267
6.450%, 06/15/2034		286,000			295,114
CNO Global Funding 4.700%, 12/11/2030 (B)		208,000			205,208
Credit Agricole SA
3.250%, 01/14/2030 (B)		832,000			780,568
5.862%, (5.862% to 1-9-35, then Overnight SOFR + 1.740%), 01/09/2036 (B)		441,000			454,273
Danske Bank A/S
4.999%, (4.999% to 3-27-31, then 1 Year CMT + 0.980%), 03/27/2032 (B)		574,000			575,428
5.019%, (5.019% to 3-4-30, then 1 Year CMT + 0.930%), 03/04/2031 (B)		564,000			567,653
Deutsche Bank AG
3.742%, (3.742% to 1-7-32, then Overnight SOFR + 2.257%), 01/07/2033		703,000			640,728
4.469%, (4.469% to 12-10-30, then Overnight SOFR + 1.100%), 12/10/2031		169,000			166,167

10

Active Bond Trust (continued)

		Shares or Principal Amount		Value
CORPORATE BONDS (continued)
Financials (continued)
Deutsche Bank AG (continued)
4.725%, (4.725% to 2-6-31, then Overnight SOFR + 1.135%), 02/06/2032	$	413,000		$	406,713
5.297%, (5.297% to 5-9-30, then Overnight SOFR + 1.720%), 05/09/2031		366,000			369,777
6.819%, (6.819% to 11-20-28, then Overnight SOFR + 2.510%), 11/20/2029		189,000			198,444
Enact Holdings, Inc. 6.250%, 05/28/2029		517,000			532,092
Fifth Third Bancorp
4.772%, (4.772% to 7-28-29, then SOFR Compounded Index + 2.127%), 07/28/2030		226,000			226,034
5.631%, (5.631% to 1-29-31, then Overnight SOFR + 1.840%), 01/29/2032		343,000			353,569
6.994%, (3 month CME Term SOFR + 3.295%), 04/30/2026 (A)(D)		355,000			353,516
Fifth Third Financial Corp. 5.982%, (5.982% to 1-30-29, then Overnight SOFR + 2.155%), 01/30/2030		305,000			314,717
First Citizens BancShares, Inc.
4.869%, (4.869% to 3-3-31, then Overnight SOFR + 1.487%), 03/03/2032		799,000			771,959
5.231%, (5.231% to 3-12-30, then Overnight SOFR + 1.410%), 03/12/2031		539,000			534,459
5.600%, (5.600% to 9-5-30, then 5 Year CMT + 1.850%), 09/05/2035		513,000			501,393
7.000%, (7.000% to 12-15-30, then 5 Year CMT + 3.301%), 12/15/2030 (D)		347,000			347,332
First Horizon Corp. 5.514%, (5.514% to 3-7-30, then Overnight SOFR + 1.766%), 03/07/2031		323,000			327,264
Freedom Mortgage Holdings LLC
6.875%, 05/01/2031 (B)		432,000			403,880
7.875%, 04/01/2033 (B)		208,000			195,015
GA Global Funding Trust
4.500%, 09/18/2030 (B)		608,000			585,231
5.200%, 12/09/2031 (B)		378,000			370,284
Global Atlantic Financial Company 7.950%, (7.950% to 10-15-29, then 5 Year CMT + 3.608%), 10/15/2054 (B)		162,000			155,984
HPS Corporate Lending Fund
5.150%, 04/02/2029 (B)		159,000			154,492
5.450%, 11/15/2030 (B)		141,000			134,829
5.950%, 04/14/2032		85,000			82,124
Huntington Bancshares, Inc.
5.272%, (5.272% to 1-15-30, then Overnight SOFR + 1.276%), 01/15/2031		330,000			335,001
6.141%, (6.141% to 11-18-34, then 5 Year CMT + 1.700%), 11/18/2039		169,000			172,128
6.208%, (6.208% to 8-21-28, then Overnight SOFR + 2.020%), 08/21/2029		249,000			258,317