NT International Growth - Schedule of Investments | |||||
AUGUST 31, 2020 (UNAUDITED) |
Shares/ Principal Amount ($) | Value ($) | |||||||
COMMON STOCKS — 99.1% | ||||||||
Australia — 2.4% | ||||||||
Atlassian Corp. plc, Class A(1) | 36,690 | 7,035,675 | ||||||
CSL Ltd. | 118,600 | 24,935,545 | ||||||
31,971,220 | ||||||||
Belgium — 0.8% | ||||||||
KBC Group NV | 184,720 | 10,592,521 | ||||||
Brazil — 1.5% | ||||||||
Magazine Luiza SA | 782,499 | 13,404,679 | ||||||
XP, Inc., Class A(1) | 123,282 | 6,088,898 | ||||||
19,493,577 | ||||||||
Canada — 4.8% | ||||||||
Alimentation Couche-Tard, Inc., B Shares | 228,130 | 7,445,466 | ||||||
Canadian Pacific Railway Ltd. | 44,850 | 13,268,806 | ||||||
Element Fleet Management Corp. | 1,365,300 | 11,231,394 | ||||||
Intact Financial Corp. | 116,910 | 12,522,326 | ||||||
Shopify, Inc., Class A(1) | 8,230 | 8,790,802 | ||||||
TMX Group Ltd. | 89,310 | 9,388,728 | ||||||
62,647,522 | ||||||||
China — 5.4% | ||||||||
Alibaba Group Holding Ltd., ADR(1) | 63,310 | 18,171,869 | ||||||
ANTA Sports Products Ltd. | 888,000 | 8,740,741 | ||||||
GDS Holdings Ltd., ADR(1) | 126,860 | 10,268,049 | ||||||
Huazhu Group Ltd., ADR | 199,630 | 8,929,450 | ||||||
TAL Education Group, ADR(1) | 114,840 | 8,476,340 | ||||||
Tencent Holdings Ltd. | 227,600 | 15,510,372 | ||||||
70,096,821 | ||||||||
Denmark — 5.0% | ||||||||
Carlsberg A/S, B Shares | 108,310 | 15,203,731 | ||||||
DSV Panalpina A/S | 141,590 | 22,108,748 | ||||||
Novo Nordisk A/S, B Shares | 282,640 | 18,687,135 | ||||||
Vestas Wind Systems A/S | 62,970 | 9,548,541 | ||||||
65,548,155 | ||||||||
Finland — 1.3% | ||||||||
Neste Oyj | 310,490 | 16,582,063 | ||||||
France — 14.3% | ||||||||
Air Liquide SA | 126,090 | 20,944,986 | ||||||
Arkema SA | 124,440 | 13,785,349 | ||||||
Capgemini SE | 85,480 | 11,825,613 | ||||||
Dassault Systemes SE | 63,140 | 11,887,006 | ||||||
Edenred | 252,856 | 13,070,000 | ||||||
Iliad SA(2) | 40,450 | 8,646,750 | ||||||
LVMH Moet Hennessy Louis Vuitton SE | 50,900 | 23,895,847 | ||||||
Pernod Ricard SA | 45,010 | 7,714,824 | ||||||
Peugeot SA(1) | 406,310 | 6,972,182 | ||||||
Schneider Electric SE | 197,680 | 24,514,108 | ||||||
Teleperformance | 55,240 | 17,024,122 | ||||||
Valeo SA | 606,800 | 18,518,447 | ||||||
Vivendi SA | 247,680 | 7,040,718 | ||||||
185,839,952 | ||||||||
Germany — 5.7% | ||||||||
adidas AG(1) | 45,480 | 13,769,396 | ||||||
E.ON SE | 739,790 | 8,755,453 | ||||||
Infineon Technologies AG | 772,062 | 21,334,571 | ||||||
Knorr-Bremse AG | 37,100 | 4,714,508 | ||||||
Muenchener Rueckversicherungs-Gesellschaft AG | 37,190 | 10,683,027 | ||||||
Puma SE(1) | 183,060 | 15,127,203 | ||||||
74,384,158 | ||||||||
Hong Kong — 3.1% | ||||||||
AIA Group Ltd. | 2,272,200 | 23,117,668 | ||||||
Sands China Ltd. | 741,600 | 3,263,947 | ||||||
Techtronic Industries Co. Ltd. | 1,062,000 | 13,420,631 | ||||||
39,802,246 | ||||||||
India — 1.0% | ||||||||
HDFC Bank Ltd.(1) | 884,140 | 13,344,554 | ||||||
Indonesia — 0.6% | ||||||||
Bank Central Asia Tbk PT | 3,666,700 | 7,894,359 | ||||||
Ireland — 2.4% | ||||||||
ICON plc(1) | 46,440 | 8,656,880 | ||||||
Kerry Group plc, A Shares | 96,540 | 12,690,215 | ||||||
Ryanair Holdings plc, ADR(1) | 122,250 | 9,890,025 | ||||||
31,237,120 | ||||||||
Italy — 1.0% | ||||||||
Ferrari NV | 66,020 | 12,860,936 | ||||||
Japan — 13.0% | ||||||||
Daifuku Co. Ltd. | 73,100 | 6,419,542 | ||||||
GMO Payment Gateway, Inc. | 33,100 | 3,499,265 | ||||||
Hoya Corp. | 135,700 | 13,327,452 | ||||||
Keyence Corp. | 51,500 | 21,199,902 | ||||||
Kobe Bussan Co. Ltd. | 121,700 | 7,170,256 | ||||||
MonotaRO Co. Ltd. | 340,800 | 13,447,273 | ||||||
Murata Manufacturing Co. Ltd. | 348,000 | 20,585,435 | ||||||
Obic Co. Ltd. | 64,400 | 11,413,834 | ||||||
Olympus Corp. | 528,600 | 10,452,809 | ||||||
Pan Pacific International Holdings Corp. | 550,600 | 12,954,871 | ||||||
Recruit Holdings Co. Ltd. | 551,000 | 20,807,590 | ||||||
Sony Corp. | 104,600 | 8,185,185 | ||||||
Terumo Corp. | 395,000 | 16,029,118 | ||||||
Workman Co. Ltd. | 45,700 | 3,929,516 | ||||||
169,422,048 | ||||||||
Netherlands — 4.6% | ||||||||
Adyen NV(1) | 11,104 | 18,720,087 | ||||||
ASML Holding NV | 61,920 | 23,218,178 | ||||||
Koninklijke DSM NV | 109,470 | 17,579,560 | ||||||
59,517,825 | ||||||||
Spain — 4.2% | ||||||||
Amadeus IT Group SA | 187,541 | 10,585,578 | ||||||
Cellnex Telecom SA | 336,695 | 21,558,457 | ||||||
Iberdrola SA | 1,804,758 | 22,744,047 | ||||||
54,888,082 | ||||||||
Sweden — 4.9% | ||||||||
Atlas Copco AB, A Shares | 266,970 | 12,334,079 | ||||||
Hexagon AB, B Shares(1) | 275,250 | 19,957,434 | ||||||
Lundin Energy AB | 526,645 | 12,862,126 |
Telefonaktiebolaget LM Ericsson, B Shares | 1,660,980 | 19,300,352 | ||||||
64,453,991 | ||||||||
Switzerland — 10.0% | ||||||||
Lonza Group AG | 40,340 | 24,995,584 | ||||||
Nestle SA | 380,666 | 45,741,599 | ||||||
Novartis AG | 135,810 | 11,706,698 | ||||||
Partners Group Holding AG | 14,240 | 14,450,271 | ||||||
Sika AG | 84,966 | 20,350,925 | ||||||
Zurich Insurance Group AG | 33,860 | 12,527,653 | ||||||
129,772,730 | ||||||||
Taiwan — 1.0% | ||||||||
Taiwan Semiconductor Manufacturing Co. Ltd. | 932,000 | 13,561,751 | ||||||
United Kingdom — 12.1% | ||||||||
Ashtead Group plc | 196,700 | 6,849,554 | ||||||
ASOS plc(1) | 411,586 | 27,170,519 | ||||||
Associated British Foods plc | 466,440 | 12,858,203 | ||||||
AstraZeneca plc | 261,650 | 29,153,907 | ||||||
boohoo Group plc(1) | 2,223,680 | 8,600,020 | ||||||
Ferguson plc | 95,630 | 9,428,992 | ||||||
Halma plc | 214,620 | 6,363,294 | ||||||
London Stock Exchange Group plc | 196,170 | 23,076,263 | ||||||
Ocado Group plc(1) | 326,868 | 10,955,821 | ||||||
Reckitt Benckiser Group plc | 126,230 | 12,704,320 | ||||||
Whitbread plc(1) | 302,900 | 10,270,742 | ||||||
157,431,635 | ||||||||
TOTAL COMMON STOCKS (Cost $1,012,905,456) | 1,291,343,266 | |||||||
TEMPORARY CASH INVESTMENTS — 1.2% | ||||||||
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 $6,397,326), in a joint trading account at 0.05%, dated 8/31/20, due 9/1/20 (Delivery value $6,269,958) | 6,269,949 | |||||||
Repurchase Agreement, Fixed Income Clearing Corp., (collateralized by various U.S. Treasury obligations, 4.75%, 2/15/37, valued at $8,531,324), at 0.05%, dated 8/31/20, due 9/1/20 (Delivery value $8,364,012) | 8,364,000 | |||||||
State Street Institutional U.S. Government Money Market Fund, Premier Class | 8,337 | 8,337 | ||||||
TOTAL TEMPORARY CASH INVESTMENTS (Cost $14,642,286) | 14,642,286 | |||||||
TEMPORARY CASH INVESTMENTS - SECURITIES LENDING COLLATERAL(3) — 0.4% | ||||||||
State Street Navigator Securities Lending Government Money Market Portfolio (Cost $5,646,441) | 5,646,441 | 5,646,441 | ||||||
TOTAL INVESTMENT SECURITIES — 100.7% (Cost $1,033,194,183) | 1,311,631,993 | |||||||
OTHER ASSETS AND LIABILITIES — (0.7)% | (8,649,374) | |||||||
TOTAL NET ASSETS — 100.0% | $ | 1,302,982,619 |
MARKET SECTOR DIVERSIFICATION | |||||
(as a % of net assets) | |||||
Information Technology | 19.3% | ||||
Consumer Discretionary | 17.9% | ||||
Industrials | 13.9% | ||||
Health Care | 12.0% | ||||
Financials | 11.9% | ||||
Consumer Staples | 9.5% | ||||
Materials | 5.7% | ||||
Communication Services | 4.2% | ||||
Utilities | 2.4% | ||||
Energy | 2.3% | ||||
Cash and Equivalents* | 0.9% |
NOTES TO SCHEDULE OF INVESTMENTS | ||||||||
ADR | - | American Depositary Receipt |
Level 1 ($) | Level 2 ($) | Level 3 ($) | |||||||||
Assets | |||||||||||
Investment Securities | |||||||||||
Common Stocks | |||||||||||
Australia | 7,035,675 | 24,935,545 | — | ||||||||
Brazil | 6,088,898 | 13,404,679 | — | ||||||||
China | 45,845,708 | 24,251,113 | — | ||||||||
Ireland | 18,546,905 | 12,690,215 | — | ||||||||
Other Countries | — | 1,138,544,528 | — | ||||||||
Temporary Cash Investments | 8,337 | 14,633,949 | — | ||||||||
Temporary Cash Investments - Securities Lending Collateral | 5,646,441 | — | — | ||||||||
83,171,964 | 1,228,460,029 | — |