SCHEDULE OF INVESTMENTS
Small Cap Core (in thousands)	MARCH 31, 2020 (UNAUDITED)

COMMON STOCKS	Shares	Value
Communication Services
Alternative Carriers – 3.7%
Cogent Communications Group, Inc.	45	$3,716
Vonage Holdings Corp.(A)	167	1,208
		4,924
Total Communication Services - 3.7%		4,924
Consumer Discretionary
Apparel, Accessories & Luxury Goods – 2.0%
Columbia Sportswear Co.	38	2,685
Auto Parts & Equipment – 1.5%
Visteon Corp.(A)	40	1,919
Homebuilding – 1.3%
TopBuild Corp.(A)	25	1,759
Leisure Facilities – 0.8%
Vail Resorts, Inc.	7	986
Leisure Products – 0.9%
Polaris, Inc.	24	1,141
Total Consumer Discretionary - 6.5%		8,490
Consumer Staples
Packaged Foods & Meats – 8.9%
Nomad Foods Ltd.(A)	369	6,849
Sanderson Farms, Inc.	13	1,594
TreeHouse Foods, Inc.(A)	73	3,228
		11,671
Total Consumer Staples - 8.9%		11,671
Energy
Oil & Gas Exploration & Production – 1.0%
Magnolia Oil & Gas Corp.(A)	323	1,290
Total Energy - 1.0%		1,290
Financials
Consumer Finance – 1.8%
Encore Capital Group, Inc.(A)	100	2,333
Financial Exchanges & Data – 2.3%
Morningstar, Inc.	26	3,011
Multi-Line Insurance – 4.1%
Assurant, Inc.	13	1,393
Kemper Corp.	53	3,955
		5,348
Regional Banks – 3.9%
First Horizon National Corp.	113	908
TCF Financial Corp.	128	2,896
Webster Financial Corp.	60	1,363
		5,167
Thrifts & Mortgage Finance – 0.7%
MGIC Investment Corp.	146	930
Total Financials - 12.8%		16,789
Health Care
Biotechnology – 0.7%
Exact Sciences Corp.(A)	17	987
Health Care Equipment – 2.7%
Integer Holdings Corp.(A)	20	1,253
NuVasive, Inc.(A)	21	1,077

Tandem Diabetes Care, Inc.(A)	19	1,234
		3,564
Health Care Facilities – 4.2%
Encompass Health Corp.	86	5,505
Health Care Services – 5.4%
Chemed Corp.	15	6,398
Teladoc Health, Inc.(A)(B)	5	729
		7,127
Health Care Supplies – 1.7%
Haemonetics Corp.(A)	22	2,187
Health Care Technology – 1.7%
Change Healthcare, Inc.(A)	77	773
Omnicell, Inc.(A)	22	1,411
		2,184
Pharmaceuticals – 0.3%
Intersect ENT, Inc.(A)	28	333
Total Health Care - 16.7%		21,887
Industrials
Building Products – 0.7%
Trex Co., Inc.(A)	11	867
Electrical Components & Equipment – 1.8%
nVent Electric plc	145	2,438
Environmental & Facilities Services – 0.8%
Clean Harbors, Inc.(A)	20	1,028
Industrial Machinery – 2.9%
Crane Co.	42	2,088
RBC Bearings, Inc.(A)	15	1,725
		3,813
Research & Consulting Services – 3.5%
FTI Consulting, Inc.(A)	13	1,504
ICF International, Inc.	45	3,101
		4,605
Security & Alarm Services – 0.9%
Brink’s Co. (The)	24	1,248
Trucking – 2.4%
Knight Transportation, Inc.	96	3,137
Total Industrials - 13.0%		17,136
Information Technology
Application Software – 1.0%
Q2 Holdings, Inc.(A)	22	1,317
Data Processing & Outsourced Services – 5.6%
Cardtronics plc, Class A(A)	210	4,402
EVERTEC, Inc.	91	2,076
EVO Payments, Inc., Class A(A)	54	829
		7,307
Electronic Components – 1.3%
Knowles Corp.(A)	122	1,638
Electronic Equipment & Instruments – 2.1%
Coherent, Inc.(A)	26	2,816
IT Consulting & Other Services – 4.1%
Switch, Inc., Class A	376	5,425
Semiconductor Equipment – 2.3%
Brooks Automation, Inc.	67	2,048

Enphase Energy, Inc.(A)	30	976
		3,024
Semiconductors – 1.0%
First Solar, Inc.(A)	35	1,259
Systems Software – 2.2%
Varonis Systems, Inc.(A)	46	2,933
Total Information Technology - 19.6%		25,719
Materials
Diversified Chemicals – 1.0%
Huntsman Corp.	88	1,275
Diversified Metals & Mining – 2.3%
Compass Minerals International, Inc.	80	3,085
Fertilizers & Agricultural Chemicals – 2.0%
Scotts Miracle-Gro Co. (The)	25	2,570
Specialty Chemicals – 1.0%
Element Solutions, Inc.(A)	162	1,357
Total Materials - 6.3%		8,287
Real Estate
Hotel & Resort REITs – 0.5%
Ryman Hospitality Properties, Inc.	20	720
Industrial REITs – 0.5%
STAG Industrial, Inc.	29	653
Retail REITs – 2.7%
Agree Realty Corp.	56	3,485
Total Real Estate - 3.7%		4,858
Utilities
Electric Utilities – 1.3%
ALLETE, Inc.	16	975
Portland General Electric Co.	17	806
		1,781
Gas Utilities – 2.0%
ONE Gas, Inc.	31	2,587
Total Utilities - 3.3%		4,368
TOTAL COMMON STOCKS – 95.5%		$125,419
(Cost: $155,638)
SHORT-TERM SECURITIES
Money Market Funds(C) - 3.8%
State Street Institutional U.S. Government Money Market Fund - Premier Class, 0.310%	4,995	4,995
TOTAL SHORT-TERM SECURITIES – 3.8%		$4,995
(Cost: $4,995)
TOTAL INVESTMENT SECURITIES – 99.3%		$130,414
(Cost: $160,633)
CASH AND OTHER ASSETS, NET OF LIABILITIES – 0.7%		946
NET ASSETS – 100.0%		$131,360

Notes to Schedule of Investments

(A) No dividends were paid during the preceding 12 months.

(B) All or a portion of securities with an aggregate value of $457 are on loan.

(C) Rate shown is the annualized 7-day yield at March 31, 2020.

Each Portfolio’s investments are reported at fair value. Fair value is defined as the price that each Portfolio would receive upon selling an asset or would pay upon satisfying a liability in an orderly transaction between market participants at the measurement date.

Accounting standards establish a framework for measuring fair value and a three-level hierarchy for fair value measurements based upon the transparency of inputs to the valuation of an asset or liability. Inputs may be observable or unobservable and refer broadly to the assumptions that market participants would use in pricing the asset or liability. Observable inputs reflect the assumptions market participants would use in pricing the asset or liability based on market data obtained from sources independent of the reporting entity. Unobservable inputs reflect the reporting entity’s own assumptions about the factors that market participants would use in pricing the asset or liability developed based on the best information available in the circumstances.

Reoccurring fair value measurements of Level 3 securities shall include a reconciliation of the beginning to ending balances for reported fair market values. A fair value hierarchy and Level 3 reconciliation, if applicable, have been included in the Notes to Schedule of Investments for each respective Portfolio.

An individual investment’s fair value measurement is assigned a level based upon the observability of the inputs which are significant to the overall valuation. The three-tier hierarchy of inputs is summarized as follows:

• Level 1 - Observable inputs such as quoted prices, available in active markets, for identical assets or liabilities.

• Level 2 - Significant other observable inputs, which may include, but are not limited to, quoted prices for similar assets or liabilities in markets that are active, quoted prices for identical or similar assets or liabilities in markets that are not active, inputs other than quoted prices that are observable for the assets or liabilities (such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks and default rates) or other market corroborated inputs.

• Level 3 - Significant unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are not available, which may include assumptions made by the Board or persons acting at their direction that are used in determining the fair market value of investments.

The following table is a summary of the valuation of the Portfolio’s investments by the fair value hierarchy levels as of March 31, 2020:

	Level 1		Level 2		Level 3
Assets
Investments in Securities
Common Stocks	$	125,419	$	—	$	—
Short-Term Securities		4,995		—		—
Total	$	130,414	$	—	$	—

The following acronym is used throughout this schedule:

REIT = Real Estate Investment Trust

For Federal income tax purposes, cost of investments owned at March 31, 2020 and the related unrealized appreciation (depreciation) were as follows:

Cost	$160,633
Gross unrealized appreciation	4,022
Gross unrealized depreciation	(34,241)
Net unrealized depreciation	$(30,219)