NT International Value - Schedule of Investments | |||||
AUGUST 31, 2020 (UNAUDITED) |
Shares/ Principal Amount ($) | Value ($) | |||||||
COMMON STOCKS — 94.7% | ||||||||
Australia — 6.7% | ||||||||
AGL Energy Ltd. | 945,499 | 10,230,723 | ||||||
Aristocrat Leisure Ltd. | 404,875 | 8,298,334 | ||||||
Australia & New Zealand Banking Group Ltd. | 631,748 | 8,352,693 | ||||||
BHP Group Ltd. | 407,542 | 11,229,370 | ||||||
BlueScope Steel Ltd. | 201,530 | 1,850,318 | ||||||
Commonwealth Bank of Australia | 167,978 | 8,327,935 | ||||||
Fortescue Metals Group Ltd. | 1,210,369 | 15,373,860 | ||||||
National Australia Bank Ltd. | 245,547 | 3,187,257 | ||||||
Santos Ltd. | 221,974 | 909,634 | ||||||
Westpac Banking Corp. | 277,477 | 3,538,745 | ||||||
Woodside Petroleum Ltd. | 268,767 | 3,823,405 | ||||||
75,122,274 | ||||||||
Austria — 0.1% | ||||||||
Raiffeisen Bank International AG(1) | 67,531 | 1,207,888 | ||||||
Belgium — 0.9% | ||||||||
Ageas SA/NV | 153,767 | 6,469,279 | ||||||
KBC Group NV | 62,959 | 3,610,300 | ||||||
Telenet Group Holding NV | 9,917 | 385,445 | ||||||
10,465,024 | ||||||||
Denmark — 0.6% | ||||||||
Novo Nordisk A/S, B Shares | 28,072 | 1,856,019 | ||||||
Pandora A/S | 64,847 | 4,718,751 | ||||||
6,574,770 | ||||||||
Finland — 1.6% | ||||||||
Fortum Oyj | 115,002 | 2,429,587 | ||||||
Kone Oyj, B Shares | 173,839 | 14,916,529 | ||||||
17,346,116 | ||||||||
France — 10.0% | ||||||||
BNP Paribas SA(1) | 321,360 | 14,003,256 | ||||||
Bouygues SA(1) | 100,242 | 3,974,218 | ||||||
CNP Assurances(1) | 250,875 | 3,355,737 | ||||||
Covivio | 38,896 | 2,880,421 | ||||||
Eiffage SA(1) | 62,813 | 5,784,313 | ||||||
L'Oreal SA | 21,288 | 7,042,229 | ||||||
Legrand SA | 126,513 | 10,547,501 | ||||||
Peugeot SA(1) | 390,208 | 6,695,875 | ||||||
Publicis Groupe SA(1)(2) | 190,685 | 6,678,662 | ||||||
Safran SA(1) | 49,023 | 5,670,525 | ||||||
Sanofi | 79,119 | 8,012,342 | ||||||
Schneider Electric SE | 46,906 | 5,816,768 | ||||||
Societe Generale SA(1) | 126,542 | 2,046,719 | ||||||
TOTAL SE | 492,641 | 19,491,782 | ||||||
Valeo SA | 255,366 | 7,793,312 | ||||||
Vinci SA | 31,524 | 2,953,776 | ||||||
112,747,436 | ||||||||
Germany — 9.7% | ||||||||
adidas AG(1) | 14,349 | 4,344,263 | ||||||
Allianz SE | 68,076 | 14,743,553 |
Aroundtown SA(1) | 198,945 | 1,088,994 | ||||||
Bayer AG | 48,821 | 3,225,831 | ||||||
Brenntag AG | 175,102 | 10,970,202 | ||||||
Commerzbank AG(1) | 272,184 | 1,581,648 | ||||||
Continental AG | 100,922 | 10,997,054 | ||||||
Daimler AG | 65,456 | 3,336,550 | ||||||
Deutsche Boerse AG | 34,997 | 6,615,327 | ||||||
Deutsche Post AG | 98,112 | 4,449,141 | ||||||
GEA Group AG | 182,495 | 6,656,042 | ||||||
Hannover Rueck SE | 17,403 | 2,963,643 | ||||||
Muenchener Rueckversicherungs-Gesellschaft AG | 51,209 | 14,710,059 | ||||||
Porsche Automobil Holding SE, Preference Shares(1) | 55,888 | 3,420,435 | ||||||
Siemens AG | 99,283 | 13,702,942 | ||||||
Telefonica Deutschland Holding AG | 2,467,457 | 6,824,402 | ||||||
109,630,086 | ||||||||
Hong Kong — 1.7% | ||||||||
BOC Hong Kong Holdings Ltd. | 656,000 | 1,845,681 | ||||||
Hang Seng Bank Ltd. | 400,200 | 6,270,834 | ||||||
Hong Kong Exchanges & Clearing Ltd. | 46,400 | 2,332,557 | ||||||
Sands China Ltd. | 2,048,000 | 9,013,705 | ||||||
19,462,777 | ||||||||
Italy — 2.4% | ||||||||
Enel SpA | 668,758 | 6,064,951 | ||||||
Ferrari NV | 68,825 | 13,407,360 | ||||||
Tenaris SA | 1,261,452 | 7,411,414 | ||||||
26,883,725 | ||||||||
Japan — 21.5% | ||||||||
ABC-Mart, Inc. | 42,300 | 2,224,329 | ||||||
Astellas Pharma, Inc. | 668,900 | 10,497,935 | ||||||
Brother Industries Ltd. | 311,200 | 5,139,905 | ||||||
Chugai Pharmaceutical Co. Ltd. | 73,800 | 3,290,608 | ||||||
Fast Retailing Co. Ltd. | 2,300 | 1,370,036 | ||||||
Hino Motors Ltd. | 346,600 | 2,305,553 | ||||||
Honda Motor Co. Ltd. | 110,000 | 2,810,075 | ||||||
Hoya Corp. | 22,100 | 2,170,499 | ||||||
ITOCHU Corp. | 49,900 | 1,279,820 | ||||||
KDDI Corp. | 477,200 | 13,838,431 | ||||||
LIXIL Group Corp. | 166,300 | 3,045,147 | ||||||
Mitsubishi Chemical Holdings Corp. | 427,500 | 2,494,016 | ||||||
Mitsubishi Electric Corp. | 177,700 | 2,439,844 | ||||||
Mitsubishi UFJ Financial Group, Inc. | 1,132,300 | 4,714,239 | ||||||
Nexon Co. Ltd. | 234,100 | 5,496,447 | ||||||
Nintendo Co. Ltd. | 24,600 | 13,158,643 | ||||||
Nitori Holdings Co. Ltd. | 56,700 | 11,844,698 | ||||||
NTT DOCOMO, Inc. | 477,200 | 13,321,975 | ||||||
Obayashi Corp. | 847,500 | 8,248,648 | ||||||
Ono Pharmaceutical Co. Ltd. | 41,700 | 1,257,943 | ||||||
ORIX Corp. | 322,700 | 3,984,121 | ||||||
Recruit Holdings Co. Ltd. | 225,200 | 8,504,300 | ||||||
Sekisui House Ltd. | 639,800 | 12,625,664 | ||||||
Shin-Etsu Chemical Co. Ltd. | 49,300 | 5,956,868 | ||||||
Shionogi & Co. Ltd. | 200,500 | 11,121,456 | ||||||
Showa Denko KK | 113,500 | 2,207,550 | ||||||
Softbank Corp. | 395,200 | 5,187,207 |
SoftBank Group Corp. | 193,000 | 11,985,084 | ||||||
Sony Corp. | 142,800 | 11,174,420 | ||||||
Sumitomo Mitsui Financial Group, Inc. | 316,100 | 9,271,310 | ||||||
Tokyo Electron Ltd. | 39,900 | 10,172,569 | ||||||
Toyota Motor Corp. | 287,800 | 19,020,426 | ||||||
Trend Micro, Inc. | 117,900 | 7,285,878 | ||||||
Tsuruha Holdings, Inc. | 30,500 | 4,072,700 | ||||||
Welcia Holdings Co. Ltd. | 206,000 | 8,820,419 | ||||||
242,338,763 | ||||||||
Netherlands — 2.9% | ||||||||
ING Groep NV(1) | 661,478 | 5,381,111 | ||||||
Koninklijke Ahold Delhaize NV | 284,581 | 8,570,623 | ||||||
Koninklijke DSM NV | 26,549 | 4,263,449 | ||||||
NN Group NV | 241,834 | 9,102,976 | ||||||
Randstad NV | 111,144 | 5,788,158 | ||||||
33,106,317 | ||||||||
New Zealand — 0.3% | ||||||||
a2 Milk Co. Ltd.(1) | 235,805 | 2,944,540 | ||||||
Norway — 0.4% | ||||||||
Aker BP ASA | 211,212 | 4,187,707 | ||||||
Singapore — 2.4% | ||||||||
DBS Group Holdings Ltd. | 584,800 | 8,953,123 | ||||||
Oversea-Chinese Banking Corp. Ltd. | 1,443,300 | 9,182,473 | ||||||
United Overseas Bank Ltd. | 604,600 | 8,678,122 | ||||||
26,813,718 | ||||||||
Spain — 4.7% | ||||||||
ACS Actividades de Construccion y Servicios SA | 84,115 | 2,063,387 | ||||||
Banco Bilbao Vizcaya Argentaria SA | 1,904,742 | 5,629,629 | ||||||
Banco Santander SA | 1,187,209 | 2,666,709 | ||||||
CaixaBank SA | 2,176,695 | 4,825,283 | ||||||
Enagas SA | 92,592 | 2,266,022 | ||||||
Endesa SA | 282,714 | 7,843,548 | ||||||
Iberdrola SA | 1,559,591 | 19,654,386 | ||||||
Industria de Diseno Textil SA | 146,325 | 4,109,425 | ||||||
Mapfre SA | 917,120 | 1,736,881 | ||||||
Telefonica SA | 495,946 | 1,962,332 | ||||||
52,757,602 | ||||||||
Sweden — 2.8% | ||||||||
Hennes & Mauritz AB, B Shares(2) | 106,400 | 1,698,991 | ||||||
Industrivarden AB, C Shares(1) | 291,440 | 7,686,228 | ||||||
Investor AB, B Shares | 205,296 | 13,101,232 | ||||||
Kinnevik AB, Class B(2) | 155,756 | 6,011,153 | ||||||
Kinnevik AB, Class B - Redemption Shares(1)(2) | 155,756 | 125,148 | ||||||
Lundin Energy AB | 114,432 | 2,794,746 | ||||||
31,417,498 | ||||||||
Switzerland — 6.8% | ||||||||
Geberit AG | 21,913 | 12,615,030 | ||||||
Kuehne + Nagel International AG(1) | 73,737 | 14,273,836 | ||||||
Novartis AG | 180,280 | 15,539,971 | ||||||
Partners Group Holding AG | 8,121 | 8,240,917 | ||||||
Roche Holding AG | 15,419 | 5,388,600 | ||||||
UBS Group AG | 217,458 | 2,647,090 | ||||||
Zurich Insurance Group AG | 49,381 | 18,270,172 | ||||||
76,975,616 | ||||||||
United Kingdom — 19.2% | ||||||||
3i Group plc | 545,468 | 6,839,468 | ||||||
Admiral Group plc | 300,727 | 10,595,558 | ||||||
Aviva plc | 3,043,340 | 11,500,759 | ||||||
Barclays plc(1) | 1,975,489 | 2,988,348 | ||||||
BHP Group plc | 719,545 | 16,206,473 | ||||||
BP plc | 1,309,044 | 4,567,626 | ||||||
Burberry Group plc | 147,768 | 2,871,868 | ||||||
Direct Line Insurance Group plc | 1,979,649 | 7,855,500 | ||||||
Evraz plc | 2,519,358 | 10,918,252 | ||||||
Ferguson plc | 123,028 | 12,130,399 | ||||||
GlaxoSmithKline plc | 1,232,289 | 24,249,472 | ||||||
HSBC Holdings plc | 990,222 | 4,364,608 | ||||||
JD Sports Fashion plc | 254,017 | 2,464,506 | ||||||
Legal & General Group plc | 4,135,055 | 12,146,797 | ||||||
M&G plc | 2,427,114 | 5,612,889 | ||||||
Next plc | 106,442 | 8,591,250 | ||||||
RELX plc | 70,228 | 1,598,261 | ||||||
Rio Tinto plc | 381,715 | 23,408,990 | ||||||
Royal Dutch Shell plc, B Shares | 1,374,690 | 19,363,063 | ||||||
Sage Group plc (The) | 722,071 | 7,159,598 | ||||||
St. James's Place plc | 427,305 | 5,596,617 | ||||||
Standard Life Aberdeen plc | 2,227,857 | 7,064,025 | ||||||
Vodafone Group plc | 5,252,275 | 7,749,820 | ||||||
215,844,147 | ||||||||
TOTAL COMMON STOCKS (Cost $1,011,433,684) | 1,065,826,004 | |||||||
EXCHANGE-TRADED FUNDS — 1.0% | ||||||||
iShares MSCI EAFE Value ETF (Cost $11,227,095) | 273,460 | 11,485,320 | ||||||
TEMPORARY CASH INVESTMENTS — 3.4% | ||||||||
Repurchase Agreement, BMO Capital Markets Corp., (collateralized by various U.S. Treasury obligations, 0.125% - 2.375%, 6/30/22 - 4/30/26, valued at $16,943,943), in a joint trading account at 0.05%, dated 8/31/20, due 9/1/20 (Delivery value $16,606,596) | 16,606,573 | |||||||
Repurchase Agreement, Fixed Income Clearing Corp., (collateralized by various U.S. Treasury obligations, 2.25%, 11/15/27, valued at $22,596,105), at 0.05%, dated 8/31/20, due 9/1/20 (Delivery value $22,153,031) | 22,153,000 | |||||||
State Street Institutional U.S. Government Money Market Fund, Premier Class | 22,083 | 22,083 | ||||||
TOTAL TEMPORARY CASH INVESTMENTS (Cost $38,781,656) | 38,781,656 | |||||||
TEMPORARY CASH INVESTMENTS - SECURITIES LENDING COLLATERAL(3) — 0.7% | ||||||||
State Street Navigator Securities Lending Government Money Market Portfolio (Cost $7,793,826) | 7,793,826 | 7,793,826 | ||||||
TOTAL INVESTMENT SECURITIES — 99.8% (Cost $1,069,236,261) | 1,123,886,806 | |||||||
OTHER ASSETS AND LIABILITIES — 0.2% | 2,149,160 | |||||||
TOTAL NET ASSETS — 100.0% | $ | 1,126,035,966 |
FUTURES CONTRACTS PURCHASED | ||||||||||||||
Reference Entity | Contracts | Expiration Date | Notional Amount | Unrealized Appreciation (Depreciation)^ | ||||||||||
MSCI EAFE Index | 245 | September 2020 | $23,276,225 | $1,709,100 |
MARKET SECTOR DIVERSIFICATION | |||||
(as a % of net assets) | |||||
Financials | 27.3% | ||||
Industrials | 14.3% | ||||
Consumer Discretionary | 13.6% | ||||
Materials | 8.4% | ||||
Health Care | 7.8% | ||||
Communication Services | 7.8% | ||||
Energy | 5.5% | ||||
Utilities | 4.2% | ||||
Consumer Staples | 2.8% | ||||
Information Technology | 2.6% | ||||
Real Estate | 0.4% | ||||
Exchange-Traded Funds | 1.0% | ||||
Cash and Equivalents* | 4.3% |
NOTES TO SCHEDULE OF INVESTMENTS |
Level 1 ($) | Level 2 ($) | Level 3 ($) | |||||||||
Assets | |||||||||||
Investment Securities | |||||||||||
Common Stocks | — | 1,065,826,004 | — | ||||||||
Exchange-Traded Funds | 11,485,320 | — | — | ||||||||
Temporary Cash Investments | 22,083 | 38,759,573 | — | ||||||||
Temporary Cash Investments - Securities Lending Collateral | 7,793,826 | — | — | ||||||||
19,301,229 | 1,104,585,577 | — | |||||||||
Other Financial Instruments | |||||||||||
Futures Contracts | 1,709,100 | — | — |