0001752724-21-257217.txt : 20211124 0001752724-21-257217.hdr.sgml : 20211124 20211124140712 ACCESSION NUMBER: 0001752724-21-257217 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: 211444936 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 S000040719 BTS Tactical Fixed Income Fund C000126293 BTS Tactical Fixed Income Fund Class A Shares BTFAX C000126294 BTS Tactical Fixed Income Fund Class C Shares BTFCX C000126295 BTS Tactical Fixed Income Fund Class I Shares BTFIX C000150698 BTS Tactical Fixed Income Fund Class R Shares BTFRX NPORT-P 1 primary_doc.xml NPORT-P false 0001314414 XXXXXXXX S000040719 C000126294 C000126293 C000150698 C000126295 Northern Lights Fund Trust 811-21720 0001314414 549300BSYF57GRCG4861 225 PICTORIA DRIVE SUITE 450 CINCINNATI 45246 631-470-2600 BTS Tactical Fixed Income Fund S000040719 549300XJSMPQZ8QMWD80 2021-12-31 2021-09-30 N 321239920.19 451498.75 320788421.44 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 Fidelity Institutional Cash Portfolios 549300SHPEJB1OPRCV46 FID-MM GOVT-I 316175108 335023.01000000 PA USD 335023.01000000 0.104437376042 Long STIV RF US N 1 N N N DBX ETF Trust DNLQXYGHEZ10Q9SIK386 XTRACKERS USD HIGH YIELD 233051432 812681.00000000 NS USD 32572254.48000000 10.15381238942 Long EC RF US N 1 N N N N/A N/A FIDELITY GOVERNMENT #2642 N/A 0.00000000 NS USD 0.00000000 0.000000 Long STIV US N N/A N N Spdr Series Trust 5493004JVD6CQEEJSS37 SPDR BBG BARC CONVERTIBLE 78464A359 185971.00000000 NS USD 15872624.85000000 4.948004288542 Long EC RF US N 1 N N N Invesco Exchange Traded Fund Trust II O540V2L4S174Y60FMD36 INVESCO S&P 500 LOW VOLAT 46138E354 508116.00000000 NS USD 30913777.44000000 9.636812108501 Long EC RF US N 1 N N N Spdr Series Trust 5493004JVD6CQEEJSS37 SPDR BBG BARC HIGH YIELD 78468R622 893382.00000000 NS USD 97700255.52000000 30.45629112217 Long EC RF US N 1 N N Ishares Trust 5493000860OXIC4B5K91 ISHARES IBOXX HIGH YLD CO 464288513 1459343.00000000 NS USD 127677919.07000000 39.80128662277 Long EC RF US N 1 N N N/A N/A US BANK N/A 0.00000000 NS USD 0.00000000 0.000000 Long STIV US N N/A N N 2021-10-28 Northern Lights Fund Trust James Colantino James Colantino Treasurer XXXX NPORT-EX 2 btsnport.htm BTS FUNDS NPORT EX

 

BTS MANAGED INCOME FUND
SCHEDULE OF INVESTMENTS (Unaudited)
September 30, 2021
 
Shares             Fair Value
    EXCHANGE-TRADED FUNDS — 84.7%      
    ALTERNATIVE - 1.4%      
8,874   IndexIQ ETF Trust - IQ Hedge Multi-Strategy Tracker ETF      

$ 281,838

             
    EQUITY - 11.3%      
11,913   Alerian MLP ETF         397,060
25,426   Global X Nasdaq 100 Covered Call ETF         560,898
18,264   Invesco Global Listed Private Equity ETF         273,595
9,323   Invesco S&P 500 Low Volatility ETF         567,211
6,505   iShares Residential and Multisector Real Estate ETF         556,633
             

2,355,397

    FIXED INCOME - 70.0%      
27,128   Invesco Variable Rate Preferred ETF         711,296
2,413   iShares Agency Bond ETF         285,892
27,302   iShares iBoxx High Yield Corporate Bond ETF         2,388,651
5,107   iShares JP Morgan USD Emerging Markets Bond ETF         562,076
6,612   iShares MBS ETF         715,022
3,652   iShares National Muni Bond ETF         424,253
6,906   PGIM Active High Yield Bond ETF         285,287
9,157   Schwab US TIPS ETF         573,045
15,535   SPDR Blackstone Senior Loan ETF         714,921
15,018   SPDR Bloomberg Convertible Securities ETF         1,281,786
16,393   SPDR Bloomberg High Yield Bond ETF         1,792,738
7,835   SPDR Bloomberg International Corporate Bond ETF         276,615
9,705   SPDR Bloomberg International Treasury Bond ETF         278,825
15,595   SPDR Bloomberg Short Term High Yield Bond ETF         427,147
11,165   VanEck International High Yield Bond ETF         277,674
13,511   Vanguard Intermediate-Term Corporate Bond ETF         1,275,574
9,963   Vanguard Total Bond Market ETF         851,338
36,637   Xtrackers USD High Yield Corporate Bond ETF         1,468,411
             

14,590,551

    MIXED ALLOCATION - 2.0%      
17,607   Invesco CEF Income Composite ETF      

  421,688

             
 
 

 

BTS MANAGED INCOME FUND
SCHEDULE OF INVESTMENTS (Unaudited) (Continued)
September 30, 2021
 
Shares             Fair Value
               
    TOTAL EXCHANGE-TRADED FUNDS (Cost $17,451,986)    

$ 17,649,474

               
Principal Amount ($)         Coupon Rate (%) Maturity  
    U.S. GOVERNMENT & AGENCIES — 10.2%      
    U.S. TREASURY BILLS — 10.2%      
2,243,000   United States Treasury Note   0.8750 11/15/30   2,126,907
             
  TOTAL U.S. GOVERNMENT & AGENCIES (Cost $2,201,229)    

2,126,907

             
    SHORT-TERM INVESTMENTS — 3.4%      
    MONEY MARKET FUNDS - 3.4%      
697,768   Fidelity Government Portfolio, Class I, 0.01% (Cost $697,768)(a)      

  697,768

             
    TOTAL INVESTMENTS - 98.3% (Cost $20,350,983)     $ 20,474,149
    OTHER ASSETS IN EXCESS OF LIABILITIES- 1.7%    

343,975

    NET ASSETS - 100.0%        

$ 20,818,124

           
               
 

 

 

 

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

 

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

 

 

 

 
 
 

 

 

 
 

 

 

BTS TACTICAL FIXED INCOME FUND  
SCHEDULE OF INVESTMENTS (Unaudited)  
September 30, 2021  
   
Shares             Fair Value
    EXCHANGE-TRADED FUNDS — 95.0%        
    EQUITY - 9.6%        
508,116   Invesco S&P 500 Low Volatility ETF      

$ 30,913,777

             
    FIXED INCOME - 85.4%        
1,459,343   iShares iBoxx High Yield Corporate Bond ETF(a)         127,677,919
185,971   SPDR Bloomberg Convertible Securities ETF         15,872,625
893,382   SPDR Bloomberg High Yield Bond ETF(a)         97,700,256
812,681   Xtrackers USD High Yield Corporate Bond ETF         32,572,254
             

273,823,054

               
    TOTAL EXCHANGE-TRADED FUNDS (Cost $308,136,974)    

  304,736,831

  
               
    SHORT-TERM INVESTMENTS — 48.1%        
    COLLATERAL FOR SECURITIES LOANED - 48.0%        
154,110,010   Fidelity Investments Money Market Funds - Government Portfolio, Institutional Class, 0.01% (Cost $154,110,010)(b),(c)      

  154,110,010

             
    MONEY MARKET FUNDS - 0.1%        
335,023   Fidelity Government Portfolio, Class I, 0.01% (Cost $335,023)(c)      

  335,023

             
    TOTAL SHORT-TERM INVESTMENTS (Cost $154,445,033)  

154,445,033

  
           
    TOTAL INVESTMENTS - 143.1% (Cost $462,582,007)     $ 459,181,864  
    LIABILITIES IN EXCESS OF OTHER ASSETS - (43.1)%    

(138,393,443)

  
    NET ASSETS - 100.0%        

$ 320,788,421

           
   
                     

 

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

 

 

 

(a) All or a portion of the security is on loan.  The total fair value of the securities on loan as of September 30, 2021 was $152,409,259.

(b) Security was purchased with cash received as collateral for securities on loan at September 30, 2021. Total collateral had a value of $154,110,010 at September 30, 2021. Additional cash collateral received from the borrower not disclosed in the Schedule of Investments had a value of $2,000,000 as of September 30, 2021.
(c) Rate disclosed is the seven day effective yield as of September 30, 2021.