0001752724-21-256382.txt : 20211124 0001752724-21-256382.hdr.sgml : 20211124 20211124122802 ACCESSION NUMBER: 0001752724-21-256382 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20210930 FILED AS OF DATE: 20211124 PERIOD START: 20211231 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: 211443712 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 S000055863 Princeton Long/Short Treasury Fund C000175950 Princeton Long/Short Treasury Fund Class A shares PTAAX C000175952 Princeton Long/Short Treasury Fund Class I shares PTAIX NPORT-P 1 primary_doc.xml NPORT-P false 0001314414 XXXXXXXX S000055863 C000175950 C000175952 Northern Lights Fund Trust 811-21720 0001314414 549300BSYF57GRCG4861 225 PICTORIA DRIVE SUITE 450 CINCINNATI 45246 631-470-2600 Princeton Long/Short Treasury Fund S000055863 549300CKF3JBQQJ8MW31 2021-12-31 2021-09-30 N 13815975.67 149963.17 13666012.50 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 USD N NOMURA N/A NOMURA CALL OPT 2.21.23 N/A 5717.58450000 NC USD 3481970.92000000 25.47905557674 Long DO CORP US N 2 US BANK N/A Call Purchased Nomura NOMURA CALL OPT 2.21.23 Nomura Call Option -8235096.33000000 USD 19409.00000000 USD 5717.58450000 0.00010000 USD 2023-02-21 XXXX -1465111.43000000 N N N FIRST AMERN FDS INC N/A FRST AM-GV OB-X 31846V336 2170493.01000000 PA USD 2170493.01000000 15.88241639615 Long STIV RF US N 1 N N N United States Treasury Bills 254900HROIFWPRGM1V77 B 10/21/21 912796G60 4000000.00000000 PA USD 3999829.64000000 29.26844710554 Long DBT UST US N 2 2021-10-21 Fixed 0.00000000 N N N N N N United States Treasury Bills 254900HROIFWPRGM1V77 B 10/28/21 912796G78 4000000.00000000 PA USD 3999790.00000000 29.26815704288 Long DBT UST US N 2 2021-10-28 Fixed 0.00000000 N N N N N N 2021-10-28 Northern Lights Fund Trust James Colantino James Colantino Treasurer XXXX NPORT-EX 2 princeton_nport.htm PRINCETON LONG/SHORT TREASURY FUND_NQ_9.30.2021

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PRINCETON LONG/SHORT TREASURY FUND
SCHEDULE OF INVESTMENTS (Unaudited)
September 30, 2021
 
Principal Amount ($)         Coupon Rate (%) Maturity Fair Value
    U.S. GOVERNMENT & AGENCIES — 58.5%      
    U.S. TREASURY BILLS — 58.5%      
4,000,000   United States Treasury Bill(a)   0.000 10/21/21 $ 3,999,830
4,000,000   United States Treasury Bill(a)   0.000 10/28/21   3,999,790
  TOTAL U.S. GOVERNMENT & AGENCIES (Cost $7,999,779)    

7,999,620

             
Shares             Fair Value
    SHORT-TERM INVESTMENT — 15.9%      
    MONEY MARKET FUND - 15.9%      
2,170,493   First American Government Obligations Fund, Class X, 0.03% (Cost $2,170,493)(b)      

  2,170,493

             
Contracts(c)              
    EQUITY OPTIONS PURCHASED - 25.5% Broker/Counterparty Expiration Date Exercise Price Notional Value Fair Value
    CALL OPTIONS PURCHASED - 25.5%      
5,718   Nomura Call Option(d) Nomura 02/21/2023 $ 0.0001 $ 4,947,082

$ 3,481,971

    TOTAL CALL OPTIONS PURCHASED (Cost - $4,947,082)  
         
    TOTAL INVESTMENTS - 99.9% (Cost $15,117,354)     $ 13,652,084
    OTHER ASSETS IN EXCESS OF LIABILITIES - 0.1%    

13,928

    NET ASSETS - 100.0%        

$ 13,666,012

           

 

 

 

 

 

 

 

 

(a) Zero coupon bond.
(b) Rate disclosed is the seven day effective yield as of September 30, 2021.

(c)

(d)

Each option contract allows the holder of the option to purchase or sell 100 shares of the underlying security.

The Nomura Call option provides Princeton Long/Short Treasury Fund with access to the performance of the Galaxy Plus Fund - ProfitScore Long/Short Feeder Fund (536) LLC ("GPPS"). GPPS effectuates its trading strategy through the Galaxy Plus Fund - ProfitScore Long/Short Master Fund (536) LLC ("GPPSM"). The trading strategy of GPPSM is a short quantative trading program that specializes in treasury futures. Nomura invests into the Feeder (GPPS) and then the Feeder invests in the Master (GPPSM).  GPPS charges a 2.0% management fee and 0% incentive fee. The redemption frequency is daily, with one business day's notice.

 

 

 

 

 

 

 

 
 

At September 30, 2021, GPPSM held the following underlying investment:

 

    FUTURES CONTRACT                
 Short                 Underlying Face     Unrealized  
Contracts   Open Short Futures Contracts   Counterparty    Expiration     Amount at Value    Gain
           (70)   US Ultra Bond Future   UBS Securities LLC   Sep-21    $           (13,498,477)    $                   10,352
    Total Unrealized Gain from Open Short Future Contracts                        10,352