NT International Small-Mid Cap - Schedule of Investments | ||
FEBRUARY 28, 2022 (UNAUDITED) |
Shares/ Principal Amount ($) | Value ($) | |||||||
COMMON STOCKS — 97.4% | ||||||||
Australia — 8.4% | ||||||||
carsales.com Ltd. | 330,883 | 5,005,414 | ||||||
City Chic Collective Ltd.(1) | 841,830 | 2,420,718 | ||||||
Cleanaway Waste Management Ltd. | 612,858 | 1,236,854 | ||||||
Corporate Travel Management Ltd.(1) | 344,687 | 5,496,659 | ||||||
Domain Holdings Australia Ltd. | 1,381,376 | 4,009,857 | ||||||
IDP Education Ltd. | 189,959 | 3,673,729 | ||||||
IGO Ltd. | 585,886 | 4,700,201 | ||||||
Lynas Rare Earths Ltd.(1) | 790,402 | 5,982,825 | ||||||
NEXTDC Ltd.(1) | 349,812 | 2,736,397 | ||||||
OZ Minerals Ltd. | 335,021 | 6,262,751 | ||||||
41,525,405 | ||||||||
Belgium — 1.6% | ||||||||
D'ieteren Group | 50,366 | 8,136,362 | ||||||
Canada — 8.8% | ||||||||
BRP, Inc. | 17,070 | 1,223,384 | ||||||
Canadian Western Bank | 302,686 | 8,862,073 | ||||||
Colliers International Group, Inc. (Toronto) | 37,809 | 5,191,839 | ||||||
Descartes Systems Group, Inc. (The)(1) | 36,638 | 2,610,765 | ||||||
Kinaxis, Inc.(1) | 24,761 | 2,838,675 | ||||||
Nuvei Corp.(1) | 31,636 | 1,717,518 | ||||||
Parex Resources, Inc. | 30,600 | 674,769 | ||||||
TFI International, Inc. | 41,277 | 4,302,578 | ||||||
Tricon Residential, Inc. (Toronto) | 515,399 | 7,660,842 | ||||||
Whitecap Resources, Inc.(2) | 1,148,254 | 8,760,250 | ||||||
43,842,693 | ||||||||
Denmark — 4.6% | ||||||||
ALK-Abello A/S(1) | 12,384 | 4,738,994 | ||||||
Jyske Bank A/S(1) | 134,819 | 7,309,030 | ||||||
Pandora A/S | 37,511 | 3,841,025 | ||||||
Royal Unibrew A/S | 66,026 | 7,000,095 | ||||||
22,889,144 | ||||||||
Finland — 1.8% | ||||||||
Metso Outotec Oyj | 653,381 | 5,504,448 | ||||||
Musti Group Oyj(1) | 124,951 | 3,271,720 | ||||||
8,776,168 | ||||||||
France — 4.3% | ||||||||
Alten SA | 28,055 | 4,235,679 | ||||||
APERAM SA | 90,824 | 5,085,433 | ||||||
Elis SA(1) | 325,022 | 5,202,390 | ||||||
Nexans SA | 59,730 | 5,761,818 | ||||||
SOITEC(1) | 7,782 | 1,260,837 | ||||||
21,546,157 | ||||||||
Germany — 4.8% | ||||||||
CTS Eventim AG & Co. KGaA(1) | 72,337 | 5,040,651 | ||||||
Dermapharm Holding SE | 35,589 | 2,593,855 | ||||||
Eckert & Ziegler Strahlen- und Medizintechnik AG | 34,050 | 2,504,774 | ||||||
HUGO BOSS AG | 117,684 | 7,181,312 | ||||||
K+S AG(1) | 161,011 | 4,130,282 |
Stroeer SE & Co. KGaA | 32,725 | 2,468,525 | ||||||
23,919,399 | ||||||||
Ireland — 1.4% | ||||||||
AIB Group plc(1) | 2,558,863 | 6,750,992 | ||||||
Israel — 2.5% | ||||||||
Inmode Ltd.(1) | 82,057 | 3,503,013 | ||||||
Kornit Digital Ltd.(1) | 29,783 | 2,824,322 | ||||||
Nova Ltd.(1) | 55,895 | 5,856,678 | ||||||
12,184,013 | ||||||||
Italy — 3.2% | ||||||||
Autogrill SpA(1) | 802,684 | 6,073,425 | ||||||
MARR SpA | 212,956 | 3,984,529 | ||||||
Sesa SpA | 36,756 | 5,872,382 | ||||||
15,930,336 | ||||||||
Japan — 20.4% | ||||||||
Amvis Holdings, Inc. | 138,800 | 6,272,907 | ||||||
Asics Corp. | 273,500 | 5,477,823 | ||||||
BayCurrent Consulting, Inc. | 8,900 | 3,559,051 | ||||||
Calbee, Inc. | 116,100 | 2,610,591 | ||||||
Food & Life Cos. Ltd. | 74,800 | 2,489,870 | ||||||
Fukuoka Financial Group, Inc. | 171,400 | 3,379,064 | ||||||
IHI Corp. | 214,000 | 4,952,571 | ||||||
Japan Airport Terminal Co. Ltd.(1) | 54,600 | 2,549,624 | ||||||
Japan Elevator Service Holdings Co. Ltd. | 182,300 | 2,391,664 | ||||||
Japan Hotel REIT Investment Corp. | 7,582 | 3,880,117 | ||||||
Jeol Ltd. | 55,200 | 3,219,064 | ||||||
JTOWER, Inc.(1) | 14,700 | 530,987 | ||||||
m-up Holdings, Inc. | 326,800 | 2,802,062 | ||||||
Menicon Co. Ltd. | 147,900 | 3,869,352 | ||||||
Nabtesco Corp. | 93,400 | 2,588,631 | ||||||
Nagoya Railroad Co. Ltd.(1) | 135,300 | 2,484,614 | ||||||
Nextage Co. Ltd. | 319,000 | 6,850,051 | ||||||
Nifco, Inc. | 130,700 | 3,716,583 | ||||||
Nippon Gas Co. Ltd. | 351,800 | 5,293,556 | ||||||
Open House Group Co. Ltd. | 72,900 | 3,314,702 | ||||||
Relo Group, Inc. | 81,900 | 1,232,675 | ||||||
Sanwa Holdings Corp. | 397,200 | 4,438,992 | ||||||
Tokyo Ohka Kogyo Co. Ltd. | 40,800 | 2,601,526 | ||||||
Ushio, Inc. | 321,400 | 5,250,785 | ||||||
Visional, Inc.(1) | 79,000 | 5,776,420 | ||||||
West Holdings Corp. | 112,200 | 4,236,728 | ||||||
Zenkoku Hosho Co. Ltd. | 135,200 | 5,685,504 | ||||||
101,455,514 | ||||||||
Netherlands — 7.7% | ||||||||
AMG Advanced Metallurgical Group NV | 65,442 | 2,592,346 | ||||||
Arcadis NV | 159,411 | 7,285,629 | ||||||
ASR Nederland NV | 182,068 | 7,869,157 | ||||||
Basic-Fit NV(1) | 110,292 | 5,032,801 | ||||||
BE Semiconductor Industries NV | 64,295 | 5,492,151 | ||||||
OCI NV(1) | 205,123 | 5,814,463 | ||||||
TKH Group NV, CVA | 74,506 | 4,127,018 | ||||||
38,213,565 | ||||||||
Norway — 1.9% | ||||||||
Aker Solutions ASA(1) | 118,124 | 372,496 | ||||||
Bakkafrost P/F | 17,886 | 1,215,476 |
Storebrand ASA(2) | 817,206 | 8,087,207 | ||||||
9,675,179 | ||||||||
Singapore — 1.1% | ||||||||
SATS Ltd.(1) | 851,600 | 2,505,885 | ||||||
TDCX, Inc., ADR(1) | 212,662 | 3,211,196 | ||||||
5,717,081 | ||||||||
Spain — 2.7% | ||||||||
Banco de Sabadell SA(1) | 4,290,278 | 3,709,692 | ||||||
CIE Automotive SA | 190,902 | 5,103,580 | ||||||
Laboratorios Farmaceuticos Rovi SA | 55,203 | 4,479,326 | ||||||
13,292,598 | ||||||||
Sweden — 5.8% | ||||||||
AddTech AB, B Shares | 230,212 | 3,779,981 | ||||||
Arjo AB, B Shares | 298,106 | 2,557,208 | ||||||
Fastighets AB Balder, B Shares(1) | 77,671 | 4,841,942 | ||||||
Hexatronic Group AB | 76,507 | 2,764,870 | ||||||
Lifco AB, B Shares | 95,812 | 2,177,955 | ||||||
Nordic Entertainment Group AB, B Shares(1) | 53,294 | 1,809,808 | ||||||
Scandic Hotels Group AB(1)(2) | 974,213 | 4,297,736 | ||||||
Trelleborg AB, B Shares | 289,934 | 5,825,360 | ||||||
Vitrolife AB | 25,551 | 855,816 | ||||||
28,910,676 | ||||||||
Switzerland — 2.8% | ||||||||
Comet Holding AG | 9,954 | 3,023,435 | ||||||
DKSH Holding AG | 83,203 | 7,066,752 | ||||||
SIG Combibloc Group AG | 160,964 | 3,612,297 | ||||||
13,702,484 | ||||||||
United Kingdom — 13.6% | ||||||||
Diploma plc | 170,355 | 6,045,070 | ||||||
Electrocomponents plc | 466,100 | 6,148,441 | ||||||
Endava plc, ADR(1) | 36,426 | 4,851,215 | ||||||
Future plc | 83,084 | 2,939,925 | ||||||
Grafton Group plc | 105,281 | 1,511,849 | ||||||
Greggs plc | 70,414 | 2,421,145 | ||||||
Hays plc | 931,566 | 1,695,265 | ||||||
Intermediate Capital Group plc | 104,115 | 2,386,245 | ||||||
JET2 plc(1) | 136,867 | 2,335,011 | ||||||
Marks & Spencer Group plc(1) | 527,185 | 1,228,738 | ||||||
Pets at Home Group plc | 880,379 | 4,256,079 | ||||||
S4 Capital plc(1) | 368,693 | 2,300,698 | ||||||
Savills plc | 302,852 | 5,168,988 | ||||||
Tritax Big Box REIT plc | 2,879,760 | 9,073,743 | ||||||
Virgin Money UK plc | 2,754,894 | 6,769,683 | ||||||
Watches of Switzerland Group plc(1) | 514,343 | 8,240,340 | ||||||
67,372,435 | ||||||||
TOTAL COMMON STOCKS (Cost $438,705,410) | 483,840,201 | |||||||
EXCHANGE-TRADED FUNDS — 0.8% | ||||||||
iShares MSCI EAFE Small-Cap ETF(2) (Cost $4,294,322) | 59,722 | 3,978,082 | ||||||
SHORT-TERM INVESTMENTS — 3.2% | ||||||||
Money Market Funds — 1.6% | ||||||||
State Street Institutional U.S. Government Money Market Fund, Premier Class | 39,961 | 39,961 | ||||||
State Street Navigator Securities Lending Government Money Market Portfolio(3) | 7,675,204 | 7,675,204 | ||||||
7,715,165 | ||||||||
Repurchase Agreements — 1.6% | ||||||||
BMO Capital Markets Corp., (collateralized by various U.S. Treasury obligations, 0.25% - 2.75%, 9/30/25 - 11/15/42, valued at $2,217,528) in a joint trading account at 0.03%, dated 2/28/22, due 3/1/22 (Delivery value $2,167,453) | 2,167,451 | |||||||
Fixed Income Clearing Corp., (collateralized by various U.S. Treasury obligations, 2.375%, 5/15/51, valued at $5,895,626) at 0.02%, dated 2/28/22, due 3/1/22 (Delivery value $5,780,003) | 5,780,000 | |||||||
7,947,451 | ||||||||
TOTAL SHORT-TERM INVESTMENTS (Cost $15,662,616) | 15,662,616 | |||||||
TOTAL INVESTMENT SECURITIES — 101.4% (Cost $458,662,348) | 503,480,899 | |||||||
OTHER ASSETS AND LIABILITIES — (1.4)% | (6,783,643) | |||||||
TOTAL NET ASSETS — 100.0% | $ | 496,697,256 |
MARKET SECTOR DIVERSIFICATION | |||||
(as a % of net assets) | |||||
Industrials | 22.6% | ||||
Consumer Discretionary | 18.8% | ||||
Financials | 12.4% | ||||
Information Technology | 9.4% | ||||
Materials | 8.2% | ||||
Real Estate | 7.3% | ||||
Health Care | 6.9% | ||||
Communication Services | 4.8% | ||||
Consumer Staples | 3.1% | ||||
Energy | 2.0% | ||||
Utilities | 1.9% | ||||
Exchange-Traded Funds | 0.8% | ||||
Short-Term Investments | 3.2% | ||||
Other Assets and Liabilities | (1.4)% |
NOTES TO SCHEDULE OF INVESTMENTS | ||||||||
ADR | - | American Depositary Receipt | ||||||
CVA | - | Certificaten Van Aandelen |
Level 1 ($) | Level 2 ($) | Level 3 ($) | |||||||||
Assets | |||||||||||
Investment Securities | |||||||||||
Common Stocks | 21,963,942 | 461,876,259 | — | ||||||||
Exchange-Traded Funds | 3,978,082 | — | — | ||||||||
Short-Term Investments | 7,715,165 | 7,947,451 | — | ||||||||
33,657,189 | 469,823,710 | — |