Large Cap Core Plus Schedule of Portfolio Investments May 31, 2020 Investments Shares Value ($) Investments Shares Value ($) Masco Corp. 8,068 376,372 COMMON STOCKS(a) - 89.9% 1,402,712 Capital Markets - 2.8% Aerospace & Defense - 1.8% Ameriprise Financial, Inc. 8,787 1,230,795 General Dynamics Corp. 4,444 652,512 Cboe Global Markets, Inc. 12,107 1,288,911 Howmet Aerospace, Inc. 18,809 246,022 CME Group, Inc. 6,333 1,156,406 L3Harris Technologies, Inc. 8,337 1,662,815 Intercontinental Exchange, Inc. 17,814 1,732,412 Lockheed Martin Corp. 5,627 2,185,752 Invesco Ltd. 144,238 1,149,577 Northrop Grumman Corp. 4,175 1,399,460 MarketAxess Holdings, Inc. 2,681 1,363,530 Raytheon Technologies Corp. 15,807 1,019,868 Morgan Stanley 34,427 1,521,673 Textron, Inc. 7,647 236,827 Nasdaq, Inc. 11,325 1,341,559 7,403,256 T. Rowe Price Group, Inc. 7,059 853,433 Air Freight & Logistics - 0.0%(b) 11,638,296 CH Robinson Worldwide, Inc. 2,177 176,620 Chemicals - 1.8% Air Products and Chemicals, Inc. 7,079 1,710,640 Airlines - 0.4% CF Industries Holdings, Inc. 20,383 598,649 Alaska Air Group, Inc. 8,282 283,161 Corteva, Inc. 51,024 1,393,466 Delta Air Lines, Inc. 14,075 354,831 International Flavors & Fragrances, United Airlines Holdings, Inc.*(c) 41,044 1,150,874 Inc. 9,224 1,228,545 1,788,866 Linde plc 11,527 2,332,373 Auto Components - 0.1% PPG Industries, Inc. 1,484 150,878 BorgWarner, Inc. 18,603 598,086 Sherwin-Williams Co. (The) 265 157,370 7,571,921 Automobiles - 0.4% Commercial Services & Supplies - 1.3% Ford Motor Co. 35,004 199,873 Cintas Corp. 5,881 1,458,253 General Motors Co. 41,309 1,069,077 Copart, Inc.* 12,354 1,104,324 Harley-Davidson, Inc. 19,902 424,708 Republic Services, Inc. 13,261 1,133,285 1,693,658 Waste Management, Inc. 14,921 1,592,817 Banks - 3.3% 5,288,679 Bank of America Corp. 55,154 1,330,314 Communications Equipment - 1.0% Citigroup, Inc. 10,633 509,427 Arista Networks, Inc.* 5,638 1,316,247 Citizens Financial Group, Inc. 38,117 918,620 Cisco Systems, Inc. 31,989 1,529,714 Comerica, Inc. 21,653 787,087 Motorola Solutions, Inc. 8,588 1,162,214 Fifth Third Bancorp 52,656 1,021,000 4,008,175 Huntington Bancshares, Inc. 97,723 868,757 Construction & Engineering - 0.2% JPMorgan Chase & Co. 27,213 2,648,097 Quanta Services, Inc. 21,463 792,629 KeyCorp 76,283 903,954 People's United Financial, Inc. 97,239 1,113,387 Construction Materials - 0.3% PNC Financial Services Group, Inc. Martin Marietta Materials, Inc. 5,312 1,020,382 (The) 8,387 956,453 Vulcan Materials Co. 3,423 370,779 Regions Financial Corp. 88,172 997,225 1,391,161 SVB Financial Group* 5,583 1,198,949 Consumer Finance - 0.4% Wells Fargo & Co. 8,750 231,613 Capital One Financial Corp. 9,688 659,172 13,484,883 Synchrony Financial 44,090 898,113 Beverages - 1.1% 1,557,285 Coca-Cola Co. (The) 46,069 2,150,501 Containers & Packaging - 0.9% Constellation Brands, Inc., Class A 4,918 849,339 International Paper Co. 30,295 1,031,545 Monster Beverage Corp.* 6,674 479,927 Packaging Corp. of America 10,404 1,055,070 PepsiCo, Inc. 8,157 1,073,053 Sealed Air Corp. 24,046 771,876 4,552,820 Westrock Co. 31,946 896,405 Biotechnology - 2.0% 3,754,896 AbbVie, Inc. 4,189 388,194 Distributors - 0.3% Alexion Pharmaceuticals, Inc.* 13,422 1,609,298 LKQ Corp.* 39,682 1,089,668 Amgen, Inc. 2,118 486,504 Biogen, Inc.* 5,433 1,668,420 Diversified Consumer Services - 0.3% Gilead Sciences, Inc. 9,337 726,699 H&R Block, Inc. 66,557 1,131,469 Incyte Corp.* 13,055 1,330,435 Vertex Pharmaceuticals, Inc.* 6,781 1,952,657 Diversified Financial Services - 0.8% 8,162,207 Berkshire Hathaway, Inc., Class B* 17,523 3,251,918 Building Products - 0.3% Carrier Global Corp.* 17,627 360,825 Diversified Telecommunication Services - 0.9% Johnson Controls International plc 21,188 665,515 AT&T, Inc. 56,670 1,748,836 CenturyLink, Inc. 13,387 131,594 See accompanying notes to the financial statements. Large Cap Core Plus Schedule of Portfolio Investments May 31, 2020 Investments Shares Value ($) Investments Shares Value ($) Verizon Communications, Inc. 29,684 1,703,268 Hormel Foods Corp. 25,839 1,261,718 3,583,698 Tyson Foods, Inc., Class A 22,729 1,396,470 Electric Utilities - 1.5% 5,195,723 Entergy Corp. 11,552 1,176,225 Health Care Equipment & Supplies - 3.7% Evergy, Inc. 9,913 611,533 Abbott Laboratories 8,424 799,606 Exelon Corp. 37,027 1,418,504 ABIOMED, Inc.* 3,755 840,744 NextEra Energy, Inc. 1,345 343,728 Align Technology, Inc.* 5,098 1,252,171 NRG Energy, Inc. 35,091 1,265,031 Baxter International, Inc. 17,766 1,599,118 Xcel Energy, Inc. 21,299 1,385,074 Boston Scientific Corp.* 45,263 1,719,541 6,200,095 Cooper Cos., Inc. (The) 2,221 704,013 Electrical Equipment - 0.5% Danaher Corp. 865 144,118 AMETEK, Inc. 14,949 1,370,973 DENTSPLY SIRONA, Inc. 17,809 828,475 Emerson Electric Co. 7,703 470,037 Edwards Lifesciences Corp.* 7,164 1,609,894 1,841,010 IDEXX Laboratories, Inc.* 4,681 1,445,867 Electronic Equipment, Instruments & Components - 0.8% Intuitive Surgical, Inc.* 1,989 1,153,680 Amphenol Corp., Class A 11,661 1,125,986 Medtronic plc 25,086 2,472,978 Keysight Technologies, Inc.* 12,727 1,376,171 Teleflex, Inc. 1,725 625,933 Knowles Corp.* 1 8 15,196,138 TE Connectivity Ltd. 9,974 810,387 Health Care Providers & Services - 2.5% 3,312,552 AmerisourceBergen Corp. 13,530 1,289,950 Energy Equipment & Services - 0.3% Cardinal Health, Inc. 14,413 788,247 Baker Hughes Co. 53,715 886,834 CVS Health Corp. 31,083 2,038,112 TechnipFMC plc 69,312 512,909 DaVita, Inc.* 5,220 422,611 1,399,743 HCA Healthcare, Inc. 7,423 793,519 Entertainment - 1.2% Humana, Inc. 4,338 1,781,400 Electronic Arts, Inc.* 12,539 1,540,792 McKesson Corp. 6,867 1,089,587 Netflix, Inc.* 4,329 1,817,011 UnitedHealth Group, Inc. 7,009 2,136,694 Walt Disney Co. (The) 13,042 1,529,827 Universal Health Services, Inc., 4,887,630 Class B 1,374 144,888 Equity Real Estate Investment Trusts (REITs) - 4.8% 10,485,008 American Tower Corp. 683 176,330 Hotels, Restaurants & Leisure - 1.7% Apartment Investment and Carnival Corp.(c) 35,299 555,606 Management Co., Class A 23,807 877,764 Chipotle Mexican Grill, Inc.* 1,494 1,499,842 AvalonBay Communities, Inc. 6,599 1,029,510 Darden Restaurants, Inc. 2,903 223,125 Duke Realty Corp. 34,231 1,180,285 Hilton Worldwide Holdings, Inc. 13,724 1,088,450 Equity Residential 21,309 1,290,473 Las Vegas Sands Corp. 11,546 553,515 Essex Property Trust, Inc. 5,096 1,237,156 McDonald's Corp. 3,222 600,323 Extra Space Storage, Inc. 11,551 1,117,559 MGM Resorts International 74,680 1,283,002 Federal Realty Investment Trust 14,075 1,124,733 Starbucks Corp. 8,888 693,175 Healthpeak Properties, Inc. 40,076 987,473 Wynn Resorts Ltd. 6,053 504,094 Host Hotels & Resorts, Inc. 108,797 1,299,036 7,001,132 Iron Mountain, Inc. 27,226 701,342 Household Durables - 1.2% Kimco Realty Corp. 33,538 372,607 DR Horton, Inc. 25,394 1,404,288 Mid-America Apartment Garmin Ltd. 14,180 1,278,611 Communities, Inc. 10,931 1,271,931 Leggett & Platt, Inc. 16,289 498,281 Prologis, Inc. 13,133 1,201,670 Lennar Corp., Class A 16,125 974,917 Public Storage 6,436 1,304,835 Whirlpool Corp. 5,261 640,895 UDR, Inc. 32,658 1,207,693 4,796,992 Vornado Realty Trust 28,788 1,042,414 Household Products - 1.3% Welltower, Inc. 21,926 1,110,990 Church & Dwight Co., Inc. 17,500 1,313,725 Weyerhaeuser Co. 60,786 1,227,269 Clorox Co. (The) 6,701 1,382,081 19,761,070 Colgate-Palmolive Co. 4,479 323,966 Food & Staples Retailing - 1.6% Procter & Gamble Co. (The) 20,908 2,423,656 Costco Wholesale Corp. 6,849 2,112,711 5,443,428 Kroger Co. (The) 41,198 1,343,879 Industrial Conglomerates - 0.5% Sysco Corp. 11,015 607,587 3M Co. 1,541 241,074 Walgreens Boots Alliance, Inc. 32,658 1,402,334 General Electric Co. 254,049 1,669,102 Walmart, Inc. 8,060 999,924 Honeywell International, Inc. 1,789 260,926 6,466,435 2,171,102 Food Products - 1.3% Insurance - 3.3% Conagra Brands, Inc. 17,757 617,766 Allstate Corp. (The) 14,035 1,372,763 General Mills, Inc. 11,625 732,840 Arthur J Gallagher & Co. 13,301 1,254,018 Hershey Co. (The) 8,748 1,186,929 Assurant, Inc. 10,300 1,056,574 See accompanying notes to the financial statements. Large Cap Core Plus Schedule of Portfolio Investments May 31, 2020 Investments Shares Value ($) Investments Shares Value ($) Everest Re Group Ltd.