0001752724-21-213953.txt : 20210929 0001752724-21-213953.hdr.sgml : 20210929 20210929125654 ACCESSION NUMBER: 0001752724-21-213953 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20210731 FILED AS OF DATE: 20210929 PERIOD START: 20220430 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Northern Lights Fund Trust CENTRAL INDEX KEY: 0001314414 IRS NUMBER: 043023766 FISCAL YEAR END: 0430 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-21720 FILM NUMBER: 211290629 BUSINESS ADDRESS: STREET 1: 225 PICTORIA DRIVE STREET 2: SUITE 450 CITY: CINCINNATI STATE: OH ZIP: 45246 BUSINESS PHONE: 631-470-2600 MAIL ADDRESS: STREET 1: 17605 WRIGHT STREET STREET 2: SUITE 200 CITY: OMAHA STATE: NE ZIP: 68130 FORMER COMPANY: FORMER CONFORMED NAME: Strategy Shares DATE OF NAME CHANGE: 20160223 FORMER COMPANY: FORMER CONFORMED NAME: Mutual Fund & Variable Insurance Trust DATE OF NAME CHANGE: 20160223 FORMER COMPANY: FORMER CONFORMED NAME: Northern Lights Fund Trust DATE OF NAME CHANGE: 20050121 0001314414 S000053646 CMG Tactical All Asset Strategy Fund C000168608 CMG Tactical All Asset Strategy Fund Class A Shares CMGQX C000168609 CMG Tactical All Asset Strategy Fund Class I Shares CMGHX NPORT-P 1 primary_doc.xml NPORT-P false 0001314414 XXXXXXXX S000053646 C000168608 C000168609 Northern Lights Fund Trust 811-21720 0001314414 549300BSYF57GRCG4861 225 PICTORIA DRIVE SUITE 450 CINCINNATI 45246 631-470-2600 CMG Tactical All Asset Strategy Fund S000053646 5493004472VUCFWOTZ51 2022-04-30 2021-07-31 N 7128161.76 629170.75 6498991.01 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 N Vanguard Index Fds 549300OM0CLBHZ9MZW59 VANGUARD REAL ESTATE ETF 922908553 6253.00000000 NS USD 664631.37000000 10.22668548052 Long EC RF US N 1 N N N Spdr Series Trust 5493004JVD6CQEEJSS37 SPDR BBG BARC HIGH YIELD 78468R622 5133.00000000 NS USD 563449.41000000 8.669798267654 Long EC RF US N 1 N N N Ishares Trust 5493000860OXIC4B5K91 ISHARES BROAD USD HIGH YI 46435U853 16783.00000000 NS USD 699011.95000000 10.75569959897 Long EC RF US N 1 N N N Ishares Trust 5493000860OXIC4B5K91 ISHARES MSCI EAFE ETF 464287465 8455.00000000 NS USD 672087.95000000 10.34141990604 Long EC RF US N 1 N N N Ishares Trust 5493000860OXIC4B5K91 ISHARES RUSSELL 2000 ETF 464287655 2958.00000000 NS USD 653865.90000000 10.06103715167 Long EC RF US N 1 N N N Vanguard World Fds 549300MP6BT0L4Q61L10 VANGUARD UTILITIES ETF 92204A876 4263.00000000 NS USD 614724.60000000 9.458769816024 Long EC RF US N 1 N N N Select Sector Spdr 5493008JJKIPMEX3CO91 ENERGY SELECT SECTOR SPDR 81369Y506 11093.00000000 NS USD 547883.27000000 8.430282010807 Long EC RF US N 1 N N N Spdr S&P 500 Etf Trust 549300NZAMSJ8FXPQQ63 SPDR S&P 500 ETF TRUST 78462F103 1650.00000000 NS USD 723541.50000000 11.13313588042 Long EC RF US N 1 N N N Ishares Trust 5493000860OXIC4B5K91 ISHARES LATIN AMERICA 40 464287390 21897.00000000 NS USD 650340.90000000 10.00679796293 Long EC RF US N 1 N N N Select Sector Spdr 5493008JJKIPMEX3CO91 UTILITIES SELECT SECTOR S 81369Y886 9847.00000000 NS USD 649606.59000000 9.995499132102 Long EC RF US N 1 N N N Money Market Obligations Trust 25490005VWJDWX717014 FED HER INSTIT PR OBLG-IN 60934N203 21583.28390000 PA USD 21594.08000000 0.332268193120 Long STIV RF US N 1 N N N 2021-08-27 Northern Lights Fund Trust James Colantino James Colantino Treasurer XXXX NPORT-EX 2 cmgnport.htm CMG NQ 7.31.21

 

CMG MAULDIN CORE FUND
SCHEDULE OF INVESTMENTS (Unaudited)
July 31, 2021
 
Shares             Fair Value
    BOND FUNDS — 10.2%      
    HIGH YIELD BONDS - 1.3%      
9,675   Xtrackers USD High Yield Corporate Bond ETF      

$ 389,612

             
    INTERNATIONAL BOND - 1.3%      
3,468   iShares JP Morgan USD Emerging Markets Bond ETF      

  390,948

             
    SHORT-TERM BONDS - 7.6%      
45,500   Janus Henderson Short Duration Income ETF      

  2,283,645

             
               
    TOTAL BOND FUNDS (Cost $3,053,224)    

  3,064,205

               
    CLOSED END FUNDS — 5.9%      
    COMMODITY - 5.9%      
123,540   Sprott Physical Gold Trust(a)      

  1,774,034

             
    TOTAL CLOSED END FUNDS (Cost $1,788,542)    

  1,774,034

               
    EQUITY FUNDS — 4.3%      
    COMMODITIES - 1.9%      
28,167   Invesco Optimum Yield Diversified Commodity      

  573,762

             
    LARGE-CAP CORE - 2.4%      
4,158   iShares MSCI USA Momentum Factor ETF      

  727,775

             
               
    TOTAL EQUITY FUNDS (Cost $1,046,677)    

  1,301,537

               
    EXCHANGE-TRADED FUNDS — 78.9%      
    EQUITY - 68.5%      
15,303   Invesco Nasdaq 100 ETF         2,293,002
21,233   Invesco S&P 500 Low Volatility ETF         1,338,953

 

 

CMG MAULDIN CORE FUND

SCHEDULE OF INVESTMENTS (Unaudited) (Continued)
July 31, 2021
 
Shares             Fair Value
    EXCHANGE-TRADED FUNDS — 78.9% (Continued)      
    EQUITY - 68.5% (Continued)      
19,865   Invesco S&P 500 Quality ETF       $ 991,065
8,186   iShares Core MSCI EAFE ETF         618,452
16,355   iShares Core S&P Small-Cap ETF         1,803,302
12,241   iShares MSCI India ETF         547,050
24,310   iShares MSCI Japan ETF         1,631,444
13,262   Schwab U.S. Large-Cap Value ETF         918,924
7,160   Schwab US Small-Cap ETF         725,952
5,879   Vanguard Dividend Appreciation ETF         938,994
31,048   Vanguard Utilities ETF         4,477,122
25,407   Xtrackers MSCI Europe Hedged Equity ETF         878,066
87,876   Xtrackers S&P 500 ESG ETF         3,401,680
             

20,564,006

    FIXED INCOME - 10.4%      
9,380   iShares 7-10 Year Treasury Bond ETF         1,104,120
1,935   iShares iBoxx $ Investment Grade Corporate Bond         263,179
41,219   SPDR Portfolio Long Term Treasury ETF         1,761,700
             

3,128,999

               
    TOTAL EXCHANGE-TRADED FUNDS (Cost $22,069,346)    

  23,693,005

               
    SHORT-TERM INVESTMENTS — 0.0%(b)      
    MONEY MARKET FUNDS - 0.0% (b)      
22   Federated Hermes Institutional Prime Obligations, Institutional Class, 0.02% (Cost $22)(c)      

  22

             
    TOTAL INVESTMENTS - 99.3% (Cost $27,957,811)     $ 29,832,803
    OTHER ASSETS IN EXCESS OF LIABILITIES- 0.7%    

215,311

    NET ASSETS - 100.0%        

$ 30,048,114

           
               
 

 

EAFE  - Europe, Australasia and Far East
ETF  - Exchange-Traded Fund
MSCI  - Morgan Stanley Capital International
SPDR  - Standard & Poor's Depositary Receipt
   

 

 

(a) Non-income producing security.
(b) Percentage rounds to less than 0.1%.
(c) Rate disclosed is the seven day effective yield as of July 31, 2021.

 

 

 

 
 

 

 

 

 

CMG TACTICAL ALL ASSET STRATEGY FUND
SCHEDULE OF INVESTMENTS (Unaudited)
July 31, 2021
 
Shares             Fair Value
    EXCHANGE-TRADED FUNDS — 99.1%      
    EQUITY - 79.7%      
11,093   Energy Select Sector SPDR Fund       $ 547,883
21,897   iShares Latin America 40 ETF         650,341
8,455   iShares MSCI EAFE ETF         672,088
2,958   iShares Russell 2000 ETF         653,866
1,650   SPDR S&P 500 ETF Trust         723,542
9,847   Utilities Select Sector SPDR Fund         649,607
6,253   Vanguard Real Estate ETF         664,631
4,263   Vanguard Utilities ETF         614,725
             

5,176,683

    FIXED INCOME - 19.4%      
16,783   iShares Broad USD High Yield Corporate Bond ETF         699,012
5,133   SPDR Bloomberg High Yield Bond ETF         563,449
             

1,262,461

               
    TOTAL EXCHANGE-TRADED FUNDS (Cost $6,383,293)    

  6,439,144

               
Shares             Fair Value
    SHORT-TERM INVESTMENTS — 0.3%      
    MONEY MARKET FUNDS - 0.3%      
21,583   Federated Hermes Institutional Prime Obligations, Institutional Class, 0.02% (Cost $21,594)(a)         21,594
             
 
    TOTAL INVESTMENTS - 99.4% (Cost $6,404,887)     $ 6,460,738
    OTHER ASSETS IN EXCESS OF LIABILITIES- 0.6%    

38,253

    NET ASSETS - 100.0%        

$ 6,498,991

           

 

 

 

 

EAFE  - Europe, Australasia and Far East
ETF  - Exchange-Traded Fund
MSCI  - Morgan Stanley Capital International
SPDR  - Standard & Poor's Depositary Receipt
   
 

 

(a) Rate disclosed is the seven day effective yield as of July 31, 2021.

 

 

 

CMG TACTICAL BOND FUND
SCHEDULE OF INVESTMENTS (Unaudited)
July 31, 2021
 
Shares             Fair Value
    BOND FUNDS — 73.6%      
    SHORT-TERM BONDS - 73.6%      
97,208   Janus Henderson Short Duration Income ETF       $ 4,878,869
             
 
    TOTAL BOND FUNDS (Cost $4,877,051)    

  4,878,869

               
    EXCHANGE-TRADED FUNDS — 24.5%      
    FIXED INCOME - 24.5%      
17,767   SPDR Bloomberg 1-3 Month T-Bill ETF         1,624,970
             
 
    TOTAL EXCHANGE-TRADED FUNDS (Cost $1,625,370)    

  1,624,970

               
    SHORT-TERM INVESTMENTS — 2.1%      
    MONEY MARKET FUNDS - 2.1%      
137,316   Federated Hermes Institutional Prime Obligations, Institutional Class, 0.02% (Cost $137,385)(a)         137,385
             
 
    TOTAL INVESTMENTS - 100.2% (Cost $6,639,806)     $ 6,641,224
    LIABILITIES IN EXCESS OF OTHER ASSETS - (0.2)%    

(14,630)

    NET ASSETS - 100.0%        

$ 6,626,594

           
               
 

 

 

 

 

ETF  - Exchange-Traded Fund
SPDR  - Standard & Poor's Depositary Receipt
   
 

 

(a) Rate disclosed is the seven day effective yield as of July 31, 2021.