NT Mid Cap Value - Schedule of Investments | ||
JUNE 30, 2021 (UNAUDITED) |
Shares/ Principal Amount ($) | Value ($) | |||||||
COMMON STOCKS — 98.1% | ||||||||
Aerospace and Defense — 2.7% | ||||||||
BAE Systems plc | 2,424,939 | 17,522,652 | ||||||
General Dynamics Corp. | 120,943 | 22,768,729 | ||||||
Textron, Inc. | 81,699 | 5,618,440 | ||||||
45,909,821 | ||||||||
Airlines — 1.6% | ||||||||
Southwest Airlines Co.(1) | 509,274 | 27,037,357 | ||||||
Auto Components — 1.6% | ||||||||
BorgWarner, Inc. | 380,881 | 18,487,964 | ||||||
Bridgestone Corp. | 185,800 | 8,445,049 | ||||||
26,933,013 | ||||||||
Automobiles — 1.0% | ||||||||
Honda Motor Co. Ltd., ADR(2) | 534,008 | 17,184,377 | ||||||
Banks — 4.3% | ||||||||
Commerce Bancshares, Inc. | 56,317 | 4,198,996 | ||||||
Eastern Bankshares, Inc. | 95,542 | 1,965,299 | ||||||
First Hawaiian, Inc. | 320,239 | 9,075,573 | ||||||
M&T Bank Corp. | 111,887 | 16,258,300 | ||||||
Prosperity Bancshares, Inc. | 127,187 | 9,132,027 | ||||||
Truist Financial Corp. | 398,107 | 22,094,938 | ||||||
Westamerica Bancorporation | 174,108 | 10,103,487 | ||||||
72,828,620 | ||||||||
Building Products — 0.6% | ||||||||
Johnson Controls International plc | 141,510 | 9,711,831 | ||||||
Capital Markets — 7.7% | ||||||||
Ameriprise Financial, Inc. | 83,701 | 20,831,505 | ||||||
Bank of New York Mellon Corp. (The) | 825,113 | 42,270,539 | ||||||
Northern Trust Corp. | 315,100 | 36,431,862 | ||||||
State Street Corp. | 133,859 | 11,013,918 | ||||||
T. Rowe Price Group, Inc. | 97,731 | 19,347,806 | ||||||
129,895,630 | ||||||||
Chemicals — 0.8% | ||||||||
Axalta Coating Systems Ltd.(1) | 462,489 | 14,101,290 | ||||||
Commercial Services and Supplies — 1.3% | ||||||||
Republic Services, Inc. | 193,632 | 21,301,456 | ||||||
Communications Equipment — 1.7% | ||||||||
F5 Networks, Inc.(1) | 91,785 | 17,132,588 | ||||||
Juniper Networks, Inc. | 405,726 | 11,096,606 | ||||||
28,229,194 | ||||||||
Containers and Packaging — 3.0% | ||||||||
Amcor plc | 744,038 | 8,526,675 | ||||||
Packaging Corp. of America | 81,956 | 11,098,482 | ||||||
Sonoco Products Co. | 453,440 | 30,335,136 | ||||||
49,960,293 | ||||||||
Distributors — 0.4% | ||||||||
Genuine Parts Co. | 50,921 | 6,439,979 | ||||||
Electric Utilities — 4.6% | ||||||||
Edison International | 488,853 | 28,265,481 | ||||||
Evergy, Inc. | 148,807 | 8,992,407 |
Eversource Energy | 121,225 | 9,727,094 | ||||||
Pinnacle West Capital Corp. | 321,952 | 26,390,405 | ||||||
Xcel Energy, Inc. | 64,385 | 4,241,684 | ||||||
77,617,071 | ||||||||
Electrical Equipment — 5.1% | ||||||||
Emerson Electric Co. | 362,281 | 34,865,923 | ||||||
Hubbell, Inc. | 116,183 | 21,707,632 | ||||||
nVent Electric plc | 951,203 | 29,715,582 | ||||||
86,289,137 | ||||||||
Electronic Equipment, Instruments and Components — 0.5% | ||||||||
TE Connectivity Ltd. | 64,637 | 8,739,569 | ||||||
Energy Equipment and Services — 0.8% | ||||||||
Baker Hughes Co. | 585,019 | 13,379,385 | ||||||
Equity Real Estate Investment Trusts (REITs) — 5.1% | ||||||||
Equinix, Inc. | 14,920 | 11,974,792 | ||||||
Essex Property Trust, Inc. | 50,728 | 15,218,907 | ||||||
Healthcare Trust of America, Inc., Class A | 516,566 | 13,792,312 | ||||||
Healthpeak Properties, Inc. | 635,408 | 21,152,732 | ||||||
MGM Growth Properties LLC, Class A | 485,172 | 17,766,999 | ||||||
Weyerhaeuser Co. | 153,690 | 5,290,010 | ||||||
85,195,752 | ||||||||
Food and Staples Retailing — 2.4% | ||||||||
Koninklijke Ahold Delhaize NV | 1,020,481 | 30,389,465 | ||||||
Sysco Corp. | 116,659 | 9,070,237 | ||||||
39,459,702 | ||||||||
Food Products — 4.8% | ||||||||
Conagra Brands, Inc. | 885,519 | 32,215,181 | ||||||
General Mills, Inc. | 166,235 | 10,128,698 | ||||||
J.M. Smucker Co. (The) | 106,246 | 13,766,294 | ||||||
Kellogg Co. | 170,214 | 10,949,867 | ||||||
Orkla ASA | 1,253,740 | 12,777,044 | ||||||
79,837,084 | ||||||||
Gas Utilities — 1.5% | ||||||||
Atmos Energy Corp. | 134,668 | 12,942,941 | ||||||
Spire, Inc. | 176,384 | 12,747,272 | ||||||
25,690,213 | ||||||||
Health Care Equipment and Supplies — 5.5% | ||||||||
Baxter International, Inc. | 112,992 | 9,095,856 | ||||||
Becton Dickinson and Co. | 72,811 | 17,706,907 | ||||||
Envista Holdings Corp.(1) | 195,384 | 8,442,542 | ||||||
Koninklijke Philips NV | 145,941 | 7,253,268 | ||||||
Zimmer Biomet Holdings, Inc. | 310,328 | 49,906,949 | ||||||
92,405,522 | ||||||||
Health Care Providers and Services — 8.8% | ||||||||
Cardinal Health, Inc. | 480,748 | 27,445,904 | ||||||
Centene Corp.(1) | 168,919 | 12,319,263 | ||||||
Henry Schein, Inc.(1) | 333,691 | 24,756,535 | ||||||
McKesson Corp. | 104,184 | 19,924,148 | ||||||
Quest Diagnostics, Inc. | 237,371 | 31,325,851 | ||||||
Universal Health Services, Inc., Class B | 213,140 | 31,210,090 | ||||||
146,981,791 | ||||||||
Health Care Technology — 1.9% | ||||||||
Cerner Corp. | 403,878 | 31,567,104 | ||||||
Hotels, Restaurants and Leisure — 1.0% | ||||||||
Sodexo SA(1) | 180,750 | 16,892,829 | ||||||
Household Products — 0.9% | ||||||||
Kimberly-Clark Corp. | 111,525 | 14,919,814 | ||||||
Insurance — 6.8% | ||||||||
Aflac, Inc. | 515,669 | 27,670,799 | ||||||
Allstate Corp. (The) | 104,968 | 13,692,026 | ||||||
Arthur J. Gallagher & Co. | 47,179 | 6,608,834 | ||||||
Chubb Ltd. | 209,071 | 33,229,745 | ||||||
Hartford Financial Services Group, Inc. (The) | 129,416 | 8,019,909 | ||||||
Reinsurance Group of America, Inc. | 223,013 | 25,423,482 | ||||||
114,644,795 | ||||||||
IT Services — 1.0% | ||||||||
Amdocs Ltd. | 122,629 | 9,486,579 | ||||||
Euronet Worldwide, Inc.(1) | 52,807 | 7,147,428 | ||||||
16,634,007 | ||||||||
Leisure Products — 0.7% | ||||||||
Polaris, Inc. | 81,311 | 11,136,355 | ||||||
Machinery — 3.2% | ||||||||
Crane Co. | 111,927 | 10,338,697 | ||||||
Cummins, Inc. | 35,945 | 8,763,751 | ||||||
IMI plc | 345,144 | 8,214,293 | ||||||
Oshkosh Corp. | 115,235 | 14,362,890 | ||||||
PACCAR, Inc. | 134,077 | 11,966,372 | ||||||
53,646,003 | ||||||||
Media — 1.4% | ||||||||
Fox Corp., Class B | 648,556 | 22,829,171 | ||||||
Multi-Utilities — 1.4% | ||||||||
NorthWestern Corp. | 389,866 | 23,477,731 | ||||||
Multiline Retail — 1.3% | ||||||||
Dollar Tree, Inc.(1) | 225,186 | 22,406,007 | ||||||
Oil, Gas and Consumable Fuels — 3.7% | ||||||||
Cimarex Energy Co. | 111,037 | 8,044,631 | ||||||
ConocoPhillips | 487,673 | 29,699,286 | ||||||
Devon Energy Corp. | 299,054 | 8,729,386 | ||||||
Pioneer Natural Resources Co. | 98,733 | 16,046,087 | ||||||
62,519,390 | ||||||||
Paper and Forest Products — 1.5% | ||||||||
Mondi plc | 927,444 | 24,417,998 | ||||||
Road and Rail — 0.7% | ||||||||
Heartland Express, Inc. | 691,910 | 11,852,418 | ||||||
Software — 1.5% | ||||||||
CDK Global, Inc. | 211,274 | 10,498,205 | ||||||
Open Text Corp. | 276,071 | 14,024,407 | ||||||
24,522,612 | ||||||||
Specialty Retail — 2.0% | ||||||||
Advance Auto Parts, Inc. | 161,178 | 33,064,055 | ||||||
Technology Hardware, Storage and Peripherals — 1.2% | ||||||||
HP, Inc. | 645,027 | 19,473,365 | ||||||
Thrifts and Mortgage Finance — 0.3% | ||||||||
Capitol Federal Financial, Inc. | 454,675 | 5,356,072 | ||||||
Trading Companies and Distributors — 1.8% | ||||||||
Beacon Roofing Supply, Inc.(1) | 98,185 | 5,228,351 | ||||||
MSC Industrial Direct Co., Inc., Class A | 271,762 | 24,385,205 | ||||||
29,613,556 | ||||||||
TOTAL COMMON STOCKS (Cost $1,283,430,024) | 1,644,101,369 | |||||||
TEMPORARY CASH INVESTMENTS — 1.4% | ||||||||
Repurchase Agreement, BMO Capital Markets Corp., (collateralized by various U.S. Treasury obligations, 0.125% - 2.75%, 5/15/23 - 10/31/27, valued at $7,451,824), in a joint trading account at 0.01%, dated 6/30/21, due 7/1/21 (Delivery value $7,305,422) | 7,305,420 | |||||||
Repurchase Agreement, Fixed Income Clearing Corp., (collateralized by various U.S. Treasury obligations, 2.875%, 5/15/43, valued at $12,421,624), at 0.02%, dated 6/30/21, due 7/1/21 (Delivery value $12,178,007) | 12,178,000 | |||||||
State Street Institutional U.S. Government Money Market Fund, Premier Class | 3,647,041 | 3,647,041 | ||||||
TOTAL TEMPORARY CASH INVESTMENTS (Cost $23,130,461) | 23,130,461 | |||||||
TEMPORARY CASH INVESTMENTS - SECURITIES LENDING COLLATERAL(3) — 0.2% | ||||||||
State Street Navigator Securities Lending Government Money Market Portfolio (Cost $3,933,600) | 3,933,600 | 3,933,600 | ||||||
TOTAL INVESTMENT SECURITIES — 99.7% (Cost $1,310,494,085) | 1,671,165,430 | |||||||
OTHER ASSETS AND LIABILITIES — 0.3% | 4,656,619 | |||||||
TOTAL NET ASSETS — 100.0% | $ | 1,675,822,049 |
FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS | ||||||||||||||||||||
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | ||||||||||||||||
USD | 45,184,046 | EUR | 37,882,243 | Credit Suisse AG | 9/30/21 | $ | 182,590 | |||||||||||||
GBP | 743,917 | USD | 1,036,341 | JPMorgan Chase Bank N.A. | 9/30/21 | (7,075) | ||||||||||||||
USD | 44,513,172 | GBP | 31,979,232 | JPMorgan Chase Bank N.A. | 9/30/21 | 267,427 | ||||||||||||||
USD | 15,679,193 | JPY | 1,734,087,403 | Bank of America N.A. | 9/30/21 | 58,204 | ||||||||||||||
NOK | 2,273,399 | USD | 266,882 | UBS AG | 9/30/21 | (2,760) | ||||||||||||||
USD | 11,130,672 | NOK | 95,541,625 | UBS AG | 9/30/21 | 30,703 | ||||||||||||||
$ | 529,089 |
NOTES TO SCHEDULE OF INVESTMENTS | ||||||||
ADR | - | American Depositary Receipt | ||||||
EUR | - | Euro | ||||||
GBP | - | British Pound | ||||||
JPY | - | Japanese Yen | ||||||
NOK | - | Norwegian Krone | ||||||
USD | - | United States Dollar |
Level 1 ($) | Level 2 ($) | Level 3 ($) | |||||||||
Assets | |||||||||||
Investment Securities | |||||||||||
Common Stocks | |||||||||||
Aerospace and Defense | 28,387,169 | 17,522,652 | — | ||||||||
Auto Components | 18,487,964 | 8,445,049 | — | ||||||||
Food and Staples Retailing | 9,070,237 | 30,389,465 | — | ||||||||
Food Products | 67,060,040 | 12,777,044 | — | ||||||||
Hotels, Restaurants and Leisure | — | 16,892,829 | — | ||||||||
Machinery | 45,431,710 | 8,214,293 | — | ||||||||
Paper and Forest Products | — | 24,417,998 | — | ||||||||
Other Industries | 1,357,004,919 | — | — | ||||||||
Temporary Cash Investments | 3,647,041 | 19,483,420 | — | ||||||||
Temporary Cash Investments - Securities Lending Collateral | 3,933,600 | — | — | ||||||||
1,533,022,680 | 138,142,750 | — | |||||||||
Other Financial Instruments | |||||||||||
Forward Foreign Currency Exchange Contracts | — | 538,924 | — | ||||||||
Liabilities | |||||||||||
Other Financial Instruments | |||||||||||
Forward Foreign Currency Exchange Contracts | — | 9,835 | — |