NT Emerging Markets - Schedule of Investments | ||
FEBRUARY 28, 2022 (UNAUDITED) |
Shares/ Principal Amount ($) | Value ($) | |||||||
COMMON STOCKS — 99.3% | ||||||||
Brazil — 4.7% | ||||||||
Banco BTG Pactual SA | 1,191,700 | 5,890,747 | ||||||
Embraer SA, ADR(1) | 526,630 | 7,256,962 | ||||||
Petro Rio SA(1) | 2,002,300 | 10,179,860 | ||||||
Suzano SA | 509,700 | 5,493,041 | ||||||
Vale SA, ADR | 256,102 | 4,735,326 | ||||||
WEG SA | 866,200 | 4,880,996 | ||||||
38,436,932 | ||||||||
China — 27.7% | ||||||||
Alibaba Group Holding Ltd., ADR(1) | 185,428 | 19,505,171 | ||||||
BYD Co. Ltd., H Shares | 474,000 | 14,688,001 | ||||||
China Construction Bank Corp., H Shares | 15,828,000 | 11,870,439 | ||||||
China Education Group Holdings Ltd. | 2,421,000 | 2,074,132 | ||||||
China Tourism Group Duty Free Corp. Ltd., A Shares | 202,987 | 6,556,255 | ||||||
Chinasoft International Ltd.(1) | 4,944,000 | 4,510,909 | ||||||
CIFI Holdings Group Co. Ltd. | 10,345,557 | 7,207,866 | ||||||
Contemporary Amperex Technology Co. Ltd., A Shares | 196,698 | 16,849,013 | ||||||
Country Garden Services Holdings Co. Ltd. | 1,221,000 | 7,303,970 | ||||||
ENN Energy Holdings Ltd. | 372,100 | 5,388,898 | ||||||
Ganfeng Lithium Co. Ltd., H Shares | 635,600 | 10,787,526 | ||||||
GDS Holdings Ltd., ADR(1) | 99,249 | 4,418,566 | ||||||
Industrial & Commercial Bank of China Ltd., H Shares | 8,124,095 | 4,849,720 | ||||||
JD.com, Inc., Class A(1) | 35,923 | 1,283,149 | ||||||
Kweichow Moutai Co. Ltd., A Shares | 29,700 | 8,446,361 | ||||||
Li Ning Co. Ltd. | 1,113,500 | 11,121,804 | ||||||
Meituan, Class B(1) | 291,500 | 6,475,718 | ||||||
NIO, Inc., ADR(1) | 196,770 | 4,494,227 | ||||||
Ping An Insurance Group Co. of China Ltd., H Shares | 617,000 | 4,784,010 | ||||||
Shenzhou International Group Holdings Ltd. | 570,500 | 9,582,465 | ||||||
Sungrow Power Supply Co. Ltd., A Shares | 223,980 | 4,337,148 | ||||||
Tencent Holdings Ltd. | 778,000 | 41,981,900 | ||||||
Wuxi Biologics Cayman, Inc.(1) | 1,201,500 | 9,938,107 | ||||||
Yantai Jereh Oilfield Services Group Co. Ltd., A Shares | 1,324,700 | 9,490,427 | ||||||
227,945,782 | ||||||||
Hungary — 1.3% | ||||||||
OTP Bank Nyrt(1) | 280,099 | 10,688,354 | ||||||
India — 11.5% | ||||||||
Asian Paints Ltd. | 139,734 | 5,905,314 | ||||||
Bajaj Finance Ltd. | 92,333 | 8,644,696 | ||||||
Bata India Ltd. | 170,708 | 4,127,431 | ||||||
HDFC Bank Ltd. | 872,955 | 16,571,094 | ||||||
Hindalco Industries Ltd. | 1,354,751 | 10,411,430 | ||||||
ICICI Bank Ltd., ADR | 837,511 | 16,306,339 | ||||||
Infosys Ltd., ADR(2) | 613,294 | 13,774,583 | ||||||
Jubilant Foodworks Ltd. | 106,233 | 4,130,266 | ||||||
Tata Consultancy Services Ltd. | 180,354 | 8,543,680 | ||||||
UltraTech Cement Ltd. | 75,029 | 6,566,670 | ||||||
94,981,503 | ||||||||
Indonesia — 1.9% | ||||||||
Bank Rakyat Indonesia Persero Tbk PT | 50,360,700 | 16,103,345 | ||||||
Luxembourg — 0.5% | ||||||||
Ternium SA, ADR | 101,404 | 3,983,149 | ||||||
Malaysia — 1.6% | ||||||||
CIMB Group Holdings Bhd | 10,009,200 | 13,634,469 | ||||||
Mexico — 2.5% | ||||||||
Cemex SAB de CV, ADR(1) | 750,907 | 3,829,626 | ||||||
Grupo Financiero Banorte SAB de CV | 1,576,923 | 10,701,456 | ||||||
Wal-Mart de Mexico SAB de CV | 1,622,632 | 6,179,644 | ||||||
20,710,726 | ||||||||
Netherlands — 0.5% | ||||||||
Prosus NV(1) | 68,028 | 4,146,691 | ||||||
Peru — 0.7% | ||||||||
Credicorp Ltd. | 37,361 | 5,650,851 | ||||||
Philippines — 1.1% | ||||||||
Ayala Land, Inc. | 11,554,180 | 8,808,171 | ||||||
Russia — 0.5% | ||||||||
Magnit PJSC | 59,103 | 1,187,560 | ||||||
Novatek PJSC, GDR | 43,827 | 1,688,309 | ||||||
Yandex NV, A Shares(1) | 98,765 | 1,309,426 | ||||||
4,185,295 | ||||||||
Saudi Arabia — 2.9% | ||||||||
Al Rajhi Bank | 422,688 | 18,134,038 | ||||||
Alinma Bank | 633,268 | 6,004,690 | ||||||
24,138,728 | ||||||||
Singapore — 0.4% | ||||||||
Sea Ltd., ADR(1) | 24,185 | 3,521,336 | ||||||
South Africa — 2.3% | ||||||||
Capitec Bank Holdings Ltd. | 72,961 | 9,850,660 | ||||||
Kumba Iron Ore Ltd. | 104,440 | 4,128,386 | ||||||
Naspers Ltd., N Shares | 39,850 | 5,018,333 | ||||||
18,997,379 | ||||||||
South Korea — 16.1% | ||||||||
CJ Logistics Corp.(1) | 33,502 | 3,473,544 | ||||||
Ecopro BM Co. Ltd. | 27,506 | 8,704,323 | ||||||
Hana Financial Group, Inc. | 143,848 | 5,844,233 | ||||||
Hyundai Motor Co. | 33,687 | 4,956,931 | ||||||
Iljin Materials Co. Ltd. | 47,362 | 3,625,403 | ||||||
Mando Corp. | 95,497 | 3,651,096 | ||||||
NAVER Corp. | 40,882 | 10,893,304 | ||||||
Samsung Biologics Co. Ltd.(1) | 19,955 | 12,981,784 | ||||||
Samsung Electro-Mechanics Co. Ltd. | 61,361 | 8,578,772 | ||||||
Samsung Electronics Co. Ltd. | 731,024 | 44,046,664 | ||||||
Samsung SDI Co. Ltd. | 21,945 | 10,113,135 | ||||||
SK Hynix, Inc. | 152,109 | 15,858,048 | ||||||
132,727,237 | ||||||||
Taiwan — 18.0% | ||||||||
ASPEED Technology, Inc. | 91,000 | 8,943,935 | ||||||
Chailease Holding Co. Ltd. | 2,718,209 | 24,669,133 | ||||||
Formosa Plastics Corp. | 2,123,000 | 8,016,480 | ||||||
MediaTek, Inc. | 383,000 | 15,134,562 | ||||||
Merida Industry Co. Ltd. | 421,000 | 4,287,843 | ||||||
momo.com, Inc. | 89,000 | 3,168,315 | ||||||
Silergy Corp. | 33,000 | 4,397,287 |
Taiwan Semiconductor Manufacturing Co. Ltd. | 3,506,774 | 75,394,084 | ||||||
Win Semiconductors Corp. | 392,000 | 4,291,510 | ||||||
148,303,149 | ||||||||
Thailand — 4.0% | ||||||||
CP ALL PCL | 2,552,800 | 5,307,497 | ||||||
Kasikornbank PCL | 2,674,100 | 13,420,823 | ||||||
PTT Exploration & Production PCL | 3,367,400 | 14,177,606 | ||||||
32,905,926 | ||||||||
Turkey — 0.4% | ||||||||
BIM Birlesik Magazalar AS | 574,091 | 3,037,099 | ||||||
United States — 0.7% | ||||||||
MercadoLibre, Inc.(1) | 5,195 | 5,852,947 | ||||||
TOTAL COMMON STOCKS (Cost $698,150,001) | 818,759,069 | |||||||
RIGHTS† | ||||||||
South Korea† | ||||||||
Samsung Biologics Co. Ltd.(1) (Cost $—) | 1,322 | 153,939 | ||||||
SHORT-TERM INVESTMENTS — 2.8% | ||||||||
Money Market Funds — 1.7% | ||||||||
State Street Institutional U.S. Government Money Market Fund, Premier Class | 44,059 | 44,059 | ||||||
State Street Navigator Securities Lending Government Money Market Portfolio(3) | 14,105,762 | 14,105,762 | ||||||
14,149,821 | ||||||||
Repurchase Agreements — 1.1% | ||||||||
BMO Capital Markets Corp., (collateralized by various U.S. Treasury obligations, 0.25% - 2.75%, 9/30/25 - 11/15/42, valued at $2,443,511) in a joint trading account at 0.03%, dated 2/28/22, due 3/1/22 (Delivery value $2,388,332) | 2,388,330 | |||||||
Fixed Income Clearing Corp., (collateralized by various U.S. Treasury obligations, 2.375%, 5/15/51, valued at $6,496,384) at 0.02%, dated 2/28/22, due 3/1/22 (Delivery value $6,369,004) | 6,369,000 | |||||||
8,757,330 | ||||||||
TOTAL SHORT-TERM INVESTMENTS (Cost $22,907,151) | 22,907,151 | |||||||
TOTAL INVESTMENT SECURITIES — 102.1% (Cost $721,057,152) | 841,820,159 | |||||||
OTHER ASSETS AND LIABILITIES — (2.1)% | (17,705,100) | |||||||
TOTAL NET ASSETS — 100.0% | $ | 824,115,059 |
MARKET SECTOR DIVERSIFICATION | |||||
(as a % of net assets) | |||||
Information Technology | 26.7% | ||||
Financials | 24.5% | ||||
Consumer Discretionary | 14.1% | ||||
Materials | 7.9% | ||||
Communication Services | 7.0% | ||||
Industrials | 5.5% | ||||
Energy | 4.3% | ||||
Consumer Staples | 2.9% | ||||
Real Estate | 2.9% | ||||
Health Care | 2.8% | ||||
Utilities | 0.7% | ||||
Short-Term Investments | 2.8% | ||||
Other Assets and Liabilities | (2.1)% |
NOTES TO SCHEDULE OF INVESTMENTS | ||||||||
ADR | - | American Depositary Receipt | ||||||
GDR | - | Global Depositary Receipt |
Level 1 ($) | Level 2 ($) | Level 3 ($) | |||||||||
Assets | |||||||||||
Investment Securities | |||||||||||
Common Stocks | |||||||||||
Brazil | 11,992,288 | 26,444,644 | — | ||||||||
China | 28,417,964 | 199,527,818 | — | ||||||||
India | 30,080,922 | 64,900,581 | — | ||||||||
Luxembourg | 3,983,149 | — | — | ||||||||
Mexico | 3,829,626 | 16,881,100 | — | ||||||||
Peru | 5,650,851 | — | — | ||||||||
Russia | 1,309,426 | 2,875,869 | — | ||||||||
Singapore | 3,521,336 | — | — | ||||||||
United States | 5,852,947 | — | — | ||||||||
Other Countries | — | 413,490,548 | — | ||||||||
Rights | — | 153,939 | — | ||||||||
Short-Term Investments | 14,149,821 | 8,757,330 | — | ||||||||
108,788,330 | 733,031,829 | — |