# EDGAR Filing Document

**Accession Number:** 0001314414
**File Stem:** 0001752724-23-070481
**Filing Date:** 2023-3
**Character Count:** 17609
**Document Hash:** 95e727950b8b7e41960a0829ac66c2ca
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-070481.hdr.sgml**: 20230329

**ACCESSION NUMBER**: 0001752724-23-070481

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230329

**DATE AS OF CHANGE**: 20230329

**PERIOD START**: 20230731

**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:** 23771753

**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

## Series and Classes Contracts Data

### Astor Macro Alternative Fund (Series ID: S000044522)

| Class ID   | Class Name                                  | Ticker Symbol   |
|:---|:---|:---|
| C000138517 | Astor Macro Alternative Fund Class A Shares | ASTMX           |
| C000138519 | Astor Macro Alternative Fund Class I Shares | GBLMX           |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** Northern Lights Fund Trust

- **b. Investment Company Act file number:** 811-21720

- **c. CIK number of Registrant:** 0001314414

- **d. LEI of Registrant:** 549300BSYF57GRCG4861

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 225 PICTORIA DRIVE

  - **City:** CINCINNATI

  - **State:** OH

  - **Foreign country:** US

  - **Zip / Postal Code:** 45246

  - **Telephone number:** 631-470-2600

**Item A.2. Information about the Series.**

- **a. Name of Series:** Astor Macro Alternative Fund

- **b. EDGAR series identifier (if any):** S000044522

- **c. LEI of Series:** 549300WUMDJKYF7K3A17

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2023-07-31

- **b. Date as of which information is reported:** 2023-01-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $27396992.23

**Total Liabilities:** $114657.43

**Net Assets:** $27282334.80

**Amount of Assets Invested in Other Investment Companies:** $2773338.12

**Cash Not Reported:** $2821308.19

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000138519 | -3.05%               | 3.52%                | -2.76%               |
| Class ID C000138517 | -3.06%               | 3.44%                | -2.68%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-61191.21               | $187579.42                                 |
| Month 2  | $11216.38                | $-149316.95                                |
| Month 3  | $18508.67                | $223423.72                                 |

### Schedule of Portfolio Investments

| Name                                             | Title                     | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Ishares Inc                                      | ISHARES MSCI TAIWAN ETF   | CUSIP: 46434G772<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |      1806 | NS      | $80926.86     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                           | SOYBEAN FUTURE    Mar23   | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DCO              | CORP              | US        |         3 | NC      | $9900.00      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Inc                                      | ISHARES MSCI MEXICO ETF   | CUSIP: 464286822<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |       468 | NS      | $26980.20     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX - TRADE24                                    | 90-DAY BANK BILL  Sep23   | CUSIP: N/A<br>LEI: N/A                        | Long             | DIR              | CORP              | AU        |        55 | NC      | $-18041.82    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                           | WHEAT FUTURE(CBT) Mar23   | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DCO              | CORP              | US        |       -14 | NC      | $4900.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CME GLOBEX                                       | BP CURRENCY FUT   Mar23   | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | US        |        24 | NC      | $-1150.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S.                                 | COFFEE 'C' FUTURE Mar23   | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Long             | DCO              | CORP              | US        |         6 | NC      | $69787.50     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION | LONG GILT FUTURE  Mar23   | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DIR              | CORP              | GB        |        24 | NC      | $8159.97      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                           | CORN FUTURE       Mar23   | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DCO              | CORP              | US        |       -22 | NC      | $-17425.00    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                | EURO-BUND FUTURE  Mar23   | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Short            | DIR              | CORP              | DE        |       -12 | NC      | $11987.70     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| THE MONTREAL EXCHANGE / BOURSE DE MONTREAL       | CAN 10YR BOND FUT Mar23   | CUSIP: N/A<br>LEI: N/A                        | Long             | DIR              | CORP              | CA        |        26 | NC      | $-16198.59    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                           | SOYBEAN MEAL FUTR Mar23   | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DCO              | CORP              | US        |         5 | NC      | $4180.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE (FLOOR)              | S&P500 EMINI FUT  Mar23   | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |        -3 | NC      | $-19100.00    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Inc                                      | ISHARES MSCI CHILE ETF    | CUSIP: 464286640<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |       933 | NS      | $27299.58     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST AMERN FDS INC                              | FRST AM-GV OB-X           | CUSIP: 31846V336<br>LEI: 549300J5J5SJCZ9IA369 | Long             | STIV             | RF                | US        |    644703 | PA      | $644702.59    | 2.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Trust                                    | ISHARES MSCI INDIA ETF    | CUSIP: 46429B598<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |       652 | NS      | $26725.48     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX - TRADE24                                    | AUST 10Y BOND FUT MAR23   | CUSIP: N/A<br>LEI: N/A                        | Long             | DIR              | CORP              | AU        |        29 | NC      | $-39532.99    | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US LONG BOND(CBT) Mar23   | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DIR              | CORP              | US        |        23 | NC      | $-5750.00     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| OSAKA EXCHANGE                                   | JPN 10Y BOND(OSE) Mar23   | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              | CORP              | JP        |        -1 | NC      | $307.37       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Trust                                    | ISHARES CORE HIGH DIVIDEN | CUSIP: 46429B663<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |      4687 | NS      | $493681.71    | 1.81%             |  |  |  | No            |                  1 | On Loan: No      |
| CME GLOBEX                                       | LIVE CATTLE FUTR  Apr23   | CUSIP: N/A<br>LEI: N/A                        | Long             | DCO              | CORP              | US        |        21 | NC      | $25990.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Trust                                    | ISHARES SHORT TREASURY BO | CUSIP: 464288679<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |     98405 | NS      | $10852103.40  | 39.78%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S.                                 | COCOA FUTURE      May23   | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Long             | DCO              | CORP              | US        |        23 | NC      | $-30.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Inc                                      | ISHARES MSCI TURKEY ETF   | CUSIP: 464286715<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |      3106 | NS      | $105293.40    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                     | WTI CRUDE FUTURE  Aug23   | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |         5 | NC      | $-9660.00     | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| THE MONTREAL EXCHANGE / BOURSE DE MONTREAL       | BANK ACCEPT FUTR  Sep23   | CUSIP: N/A<br>LEI: N/A                        | Long             | DIR              | CORP              | CA        |        51 | NC      | $9273.73      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CME GLOBEX                                       | 90DAY EURO$ FUTR  Sep23   | CUSIP: N/A<br>LEI: N/A                        | Long             | DIR              | CORP              | US        |        38 | NC      | $-4275.00     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Trust                                    | ISHARES FLOATING RATE BON | CUSIP: 46429B655<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |    165296 | NS      | $8373895.36   | 30.69%            |  |  |  | No            |                  1 | On Loan: No      |
| Alps Etf Trust                                   | ALERIAN MLP ETF           | CUSIP: 00162Q452<br>LEI: 549300VF1907NYC4WM31 | Long             | EC               | RF                | US        |     32796 | NS      | $1324630.44   | 4.86%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                           | SOYBEAN OIL FUTR  Mar23   | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DCO              | CORP              | US        |        -7 | NC      | $-1368.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S.                                 | SUGAR #11 (WORLD) Mar23   | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Short            | DCO              | CORP              | US        |       -13 | NC      | $-41417.60    | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| CME GLOBEX                                       | LEAN HOGS FUTURE  Apr23   | CUSIP: N/A<br>LEI: N/A                        | Long             | DCO              | CORP              | US        |        14 | NC      | $1470.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CME GLOBEX                                       | EURO FX CURR FUT  Mar23   | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | US        |        20 | NC      | $-2512.50     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CME GLOBEX                                       | AUDUSD Crncy Fut  Mar23   | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | US        |        26 | NC      | $-2720.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CME GLOBEX                                       | BRAZIL REAL FUT   Mar23   | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | US        |       125 | NC      | $8125.00      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                     | GASOLINE RBOB FUT Mar23   | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |         3 | NC      | $-7812.00     | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S.                                 | COTTON NO.2 FUTR  Mar23   | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Short            | DCO              | CORP              | US        |       -10 | NC      | $-16565.00    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                     | NATURAL GAS FUTR  Apr23   | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Short            | DCO              | CORP              | US        |        -7 | NC      | $1260.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CME GLOBEX                                       | JPN YEN CURR FUT  Mar23   | CUSIP: N/A<br>LEI: N/A                        | Short            | DFE              | CORP              | US        |        -2 | NC      | $62.50        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Trust                                    | ISHR 1-5Y INV GR          | CUSIP: 464288646<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |     51378 | NS      | $2602809.48   | 9.54%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-28

**Name of Applicant:** Northern Lights Fund Trust

**Signature:** James Colantino

**Name of Signer:** James Colantino

**Title:** Treasurer