0001752724-24-045939.txt : 20240228 0001752724-24-045939.hdr.sgml : 20240228 20240228140300 ACCESSION NUMBER: 0001752724-24-045939 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20231231 FILED AS OF DATE: 20240228 DATE AS OF CHANGE: 20240228 PERIOD START: 20240930 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Northern Lights Fund Trust CENTRAL INDEX KEY: 0001314414 ORGANIZATION NAME: IRS NUMBER: 043023766 FISCAL YEAR END: 0430 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-21720 FILM NUMBER: 24693635 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 S000053754 Princeton Premium Fund C000168965 Princeton Premium Fund Class A C000168967 Princeton Premium Fund Class I NPORT-P 1 primary_doc.xml NPORT-P false 0001314414 XXXXXXXX S000053754 C000168965 C000168967 Northern Lights Fund Trust 811-21720 0001314414 549300BSYF57GRCG4861 225 PICTORIA DRIVE SUITE 450 CINCINNATI 45246 631-470-2600 Princeton Premium Fund S000053754 549300E1CQ4L2NM0YT88 2024-09-30 2023-12-31 N 324957796.71 1204385.96 323753410.75 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 16629248.23000000 USD N United States Treasury Bills 254900HROIFWPRGM1V77 B 02/08/24 912797GM3 25000000.00000000 PA USD 24864734.75000000 7.680146038430 Long DBT UST US N 2 2024-02-08 Fixed 0.00000000 N N N N N N Dreyfus Government Cash Management Funds 549300F7IDB6WRO7VJ11 DREYFUS-GOV C-I 262006208 12117151.82000000 PA USD 12117151.82000000 3.742710166953 Long STIV RF US N 1 N N N First American Funds Inc. 549300J5J5SJCZ9IA369 FRST AM-GV OB-X 31846V336 345482.32000000 PA USD 345482.32000000 0.106711561493 Long STIV RF US N 1 N N N United States Treasury Bills 254900HROIFWPRGM1V77 B 02/15/24 912797GN1 30000000.00000000 PA USD 29808013.20000000 9.207011327215 Long DBT UST US N 2 2024-02-15 Fixed 0.00000000 N N N N N N United States Treasury Bills 254900HROIFWPRGM1V77 B 01/11/24 912797GC5 25000000.00000000 PA USD 24967363.50000000 7.711845704470 Long DBT UST US N 2 2024-01-11 Fixed 0.00000000 N N N N N N United States Treasury Bills 254900HROIFWPRGM1V77 B 01/18/24 912797GD3 26000000.00000000 PA USD 25939028.44000000 8.011970709408 Long DBT UST US N 2 2024-01-18 Fixed 0.00000000 N N N N N N United States Treasury Bills 254900HROIFWPRGM1V77 B 02/22/24 912796Z28 26000000.00000000 PA USD 25806905.80000000 7.971161057490 Long DBT UST US N 2 2024-02-22 Fixed 0.00000000 N N N N N N N/A N/A SPXW US 01/05/24 P4100 N/A 3361.00000000 NC USD 50415.00000000 0.015572036718 Long DE CORP N/A N 1 INTERACTIVE BROKERS LLC 50OBSE5T5521O6SMZR28 Put Purchased S&P Indices INDEX 78378X107 3361.00000000 4100.00000000 USD 2024-01-05 XXXX -46354.07000000 N N N United States Treasury Bills 254900HROIFWPRGM1V77 B 02/29/24 912797GP6 25000000.00000000 PA USD 24788169.00000000 7.656496635070 Long DBT UST US N 2 2024-02-29 Fixed 0.00000000 N N N N N N United States Treasury Bills 254900HROIFWPRGM1V77 B 01/04/24 912797FW2 27000000.00000000 PA USD 26992161.36000000 8.337259304070 Long DBT UST US N 2 2024-01-04 Fixed 0.00000000 N N N N N N United States Treasury Bills 254900HROIFWPRGM1V77 B 03/21/24 912797LL9 23000000.00000000 PA USD 22738213.31000000 7.023312359034 Long DBT UST US N 2 2024-03-21 Fixed 0.00000000 N N N N N N N/A N/A SPXW US 01/05/24 P4200 N/A -3361.00000000 NC USD -67220.00000000 -0.02076271562 Short DE CORP N/A N 1 INTERACTIVE BROKERS LLC 50OBSE5T5521O6SMZR28 Put Written S&P Indices INDEX 78378X107 -3361.00000000 4200.00000000 USD 2024-01-05 XXXX 57836.93000000 N N N United States Treasury Bills 254900HROIFWPRGM1V77 B 01/25/24 912796ZY8 26000000.00000000 PA USD 25912496.74000000 8.003775676052 Long DBT UST US N 2 2024-01-25 Fixed 0.00000000 N N N N N N N/A N/A SPXW US 01/05/24 P4190 N/A -3361.00000000 NC USD -67220.00000000 -0.02076271562 Short DE CORP N/A N 1 INTERACTIVE BROKERS LLC 50OBSE5T5521O6SMZR28 Put Written S&P Indices INDEX 78378X107 -3361.00000000 4190.00000000 USD 2024-01-05 XXXX 64558.93000000 N N N United States Treasury Bills 254900HROIFWPRGM1V77 B 03/14/24 912797GX9 37000000.00000000 PA USD 36616421.00000000 11.30997227648 Long DBT UST US N 2 2024-03-14 Fixed 0.00000000 N N N N N N United States Treasury Bills 254900HROIFWPRGM1V77 B 03/07/24 912797GQ4 27000000.00000000 PA USD 26746438.95000000 8.261361289766 Long DBT UST US N 2 2024-03-07 Fixed 0.00000000 N N N N N N N/A N/A SPXW US 01/05/24 P4090 N/A 3361.00000000 NC USD 50415.00000000 0.015572036718 Long DE CORP N/A N 1 INTERACTIVE BROKERS LLC 50OBSE5T5521O6SMZR28 Put Purchased S&P Indices INDEX 78378X107 3361.00000000 4090.00000000 USD 2024-01-05 XXXX -53076.07000000 N N N 2024-01-26 Northern Lights Fund Trust James Colantino James Colantino Treasurer XXXX NPORT-EX 2 princetonpremnport.htm PRINCETON PREMIUM FUND_NQ_12.31.2023

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PRINCETON PREMIUM FUND
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
 
Principal Amount ($)         Yield Rate (%) Maturity Fair Value
    U.S. GOVERNMENT & AGENCIES — 91.2%      
    U.S. TREASURY BILLS — 91.2%      
27,000,000   United States Treasury Bill(a) (f)   5.2753 01/04/24 $ 26,992,161
25,000,000   United States Treasury Bill(a) (f)   5.2769 01/11/24   24,967,364
26,000,000   United States Treasury Bill(a) (f)   5.2548 01/18/24   25,939,028
26,000,000   United States Treasury Bill(a) (f)   5.2841 01/25/24   25,912,497
25,000,000   United States Treasury Bill(a) (f)   5.2585 02/08/24   24,864,735
30,000,000   United States Treasury Bill(a) (f)   5.2700 02/15/24   29,808,013
26,000,000   United States Treasury Bill(a) (f)   5.2805 02/22/24   25,806,906
25,000,000   United States Treasury Bill(a) (f)   5.2810 02/29/24   24,788,169
27,000,000   United States Treasury Bill(a) (f)   5.2594 03/07/24   26,746,439
37,000,000   United States Treasury Bill(a) (f)   5.2735 03/14/24   36,616,421
23,000,000   United States Treasury Bill (a) (f)   5.2789 03/21/24   22,738,213
  TOTAL U.S. GOVERNMENT & AGENCIES (Cost $295,128,995)       295,179,946
             
Shares             Fair Value
    SHORT-TERM INVESTMENTS — 3.8%      
    MONEY MARKET FUNDS - 3.8%      
12,117,152   Dreyfus Government Cash Management, Class I, 5.26%(b) (f)         12,117,152
345,482   First American Government Obligations Fund Class X, 5.28%(b)         345,482
    TOTAL MONEY MARKET FUNDS (Cost $12,462,634)  

12,462,634

               
Contracts(c)              
    INDEX OPTIONS PURCHASED - 0.0% (d) Broker Expiration Date Exercise Price Notional Value Fair Value
    PUT OPTIONS PURCHASED - 0.0%(d)      
3,361   S&P 500 INDEX IB 01/05/2024 $ 4,090 $ 1,603,139,863 $ 50,415
3,361   S&P 500 INDEX IB 01/05/2024   4,100   1,603,139,863   50,415
    TOTAL PUT OPTIONS PURCHASED (Cost - $200,260)  

100,830

         
    TOTAL INDEX OPTIONS PURCHASED (Cost - $200,260)     100,830
           
    TOTAL INVESTMENTS - 95.0% (Cost $307,791,889)     $ 307,743,410
    PUT OPTIONS WRITTEN – (0.0)% (e) (Proceeds - $256,836)     (134,440)
    OTHER ASSETS IN EXCESS OF LIABILITIES - 5.0%    

16,144,441

    NET ASSETS - 100.0%        

$ 323,753,411

           
           
 
 

 

PRINCETON PREMIUM FUND
SCHEDULE OF INVESTMENTS (Unaudited)(Continued)
December 31, 2023
           
           
Contracts(c)              
    WRITTEN INDEX OPTIONS – (0.0)% (e) Broker Expiration Date Exercise Price Notional Value Fair Value
    PUT OPTIONS WRITTEN – (0.0)%(e)      
3,361   S&P 500 INDEX IB 01/05/2024 $ 4,190 $ 1,603,139,863 $ 67,220
3,361   S&P 500 INDEX IB 01/05/2024   4,200   1,603,139,863   67,220
    TOTAL PUT OPTIONS WRITTEN (Proceeds - $256,836)  

134,440

         
    TOTAL INDEX OPTIONS WRITTEN (Proceeds - $256,836)    

$ 134,440

           
               
 

 

 

 

IB Interactive Brokers
(a) Zero coupon bond.
(b) Rate disclosed is the seven day effective yield as of December 31, 2023.
(c) Each option contract allows the holder of the option to purchase or sell 100 shares of the underlying security.
(d) Percentage rounds to less than 0.1%.
(e) Percentage rounds to greater than (0.1)%.
(f) All or a portion of these investments are segregated as collateral for option contracts. The amount of pledged securities collateral amounted to $283,294,510.