NORTHERN LIGHTS FUND TRUST
Deer Park Total Return Credit Fund
$474.01M
Avg Monthly Net Assets
$287.46M
Total Assets
$15.38M
Total Liabilities
$272.08M
Net Assets
Deer Park Total Return Credit Fund is a Mutual Fund in NORTHERN LIGHTS FUND TRUST
,
based in Ohio,
United States of America.
The fund has three share classes
and monthly net assets of $474.01M.
On August 28th, 2024 it reported 512 holdings, the largest
being Home Eqty Ln Tst (3.3%), First Franklin Mortgage Loan Trust (2.1%) and Hmh Tr 2017-Nss (1.8%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Deer Park Total Return Credit Fund | C000159220 | DPFAX | |
| Deer Park Total Return Credit Fund | C000159222 | DPFNX | |
| Deer Park Total Return Credit Fund | C000159221 | DPFCX |
Holdings
From latest NPORT-P, filed August 28th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| AABST 2004-1 B1 (Aegis Asset Backed Secs Trust) | Long | ABS-other | US | $1.28 | – | 0.00 |
| AABST 2004-1 M3 (Aegis Asset Backed Secs Trust) | Long | ABS-other | US | $178K | – | 0.07 |
| ABFC 2004-OPT1 M6 (Asset Backed Funding Corp) | Long | ABS-other | US | $169K | – | 0.06 |
| ABFC 2004-OPT3 M1 (Asset Backed Funding Corp) | Long | ABS-other | US | $215K | – | 0.08 |
| ABFC 2004-OPT4 M3 (Asset Backed Funding Corp) | Long | ABS-other | US | $444K | – | 0.16 |
| ABSHE 2004-HE3 M6 (Asset Backed Secs Corp Home Equity Loan) | Long | ABS-other | US | $51K | – | 0.02 |
| ABSHE 2004-HE9 M2 (Asset Backed Secs Corp Home Equity Loan) | Long | ABS-other | US | $247K | – | 0.09 |
| ABSHE 2005-HE2 M5 (Asset Backed Secs Corp Home Equity Loan) | Long | ABS-other | US | $796K | – | 0.29 |
| ACCR 2005-3 M6 (Accredited Mortgage Loan Trust) | Long | ABS-other | US | $353K | – | 0.13 |
| ACCR 2005-4 M3 (Accredited Mortgage Loan Trust) | Long | ABS-other | US | $85K | – | 0.03 |
| ACE 2003-FM1 M6 (ACE Securities Corp Home Equity Loan Trust Series 2007-SL2) | Long | ABS-other | US | $282K | – | 0.10 |
| ACE 2003-NC1 M4 (ACE Securities Corp Home Equity Loan Trust Series 2007-SL2) | Long | ABS-other | US | $113K | – | 0.04 |
| ACE 2004-OP1 M2 (ACE Securities Corp Home Equity Loan Trust Series 2007-SL2) | Long | ABS-other | US | $21K | – | 0.01 |
| ACE 2004-OP1 M4 (ACE Securities Corp Home Equity Loan Trust Series 2007-SL2) | Long | ABS-other | US | $66K | – | 0.02 |
| ACE 2004-OP1 M5 (ACE Securities Corp Home Equity Loan Trust Series 2007-SL2) | Long | ABS-other | US | $196K | – | 0.07 |
| ACE 2004-RM2 M5 (ACE Securities Corp Home Equity Loan Trust Series 2007-SL2) | Long | ABS-other | US | $1M | – | 0.43 |
| AFC 1999-2 1A (AFC Mortgage Loan) | Long | ABS-other | US | $463K | – | 0.17 |
| AHM 2005-4 1A2 (American Home Mortgage Investment Trust) | Long | ABS-other | US | $2M | – | 0.78 |
| AHM 2006-3 11A2 (American Hm Mtg In) | Long | ABS-other | US | $459K | – | 0.17 |
| AHMA 2005-1 3A22 (American Home Mortgage Asset Trust) | Long | ABS-other | US | $1M | – | 0.38 |
| AHMA 2006-1 1A2 (American Home Mortgage Asset Trust) | Long | ABS-other | US | $361K | – | 0.13 |
| AHMA 2006-2 1A1 (American Home Mortgage Asset Trust) | Long | ABS-other | US | $164K | – | 0.06 |
| AHMA 2007-5 A1 (Amer Hm Mtg Ast Tr) | Long | ABS-other | US | $117K | – | 0.04 |
| AMSI 2002-3 M4 (Ameriquest Mortgage Securities) | Long | ABS-other | US | $3M | – | 1.04 |
| AMSI 2005-R11 M6 (Ameriquest Mortgage Securities) | Long | ABS-other | US | $4M | – | 1.34 |
| ARC 2001-BC5 M1 (Structured Asset Securities Corp.) | Long | ABS-other | US | $167K | – | 0.06 |
| ARC 2001-BC6 M2 (Structured Asset Securities Corp.) | Long | ABS-other | US | $204K | – | 0.07 |
| ARC 2002-BC5 M2 (Structured Asset Securities Corp.) | Long | ABS-other | US | $111K | – | 0.04 |
| ARMT 2005-4 3A1 (Adjustable Rate Mortgage Trust) | Long | ABS-other | US | $34K | – | 0.01 |
| ARMT 2007-1 5A1 (Adjustable Rate Mortgage Trust) | Long | ABS-other | US | $2M | – | 0.68 |
| ARSI 2003-W10 M3 (Argent Secs Inc) | Long | ABS-other | US | $210K | – | 0.08 |
| ARSI 2006-M2 A2C (Argent Sec Tr 2006) | Long | ABS-other | US | $86K | – | 0.03 |
| BAFC 2005-C M2 (Banc of America Funding Corporation) | Long | ABS-other | US | $2M | – | 0.81 |
| BAFC 2005-F 1A1 (Banc of America Funding Corporation) | Long | ABS-other | US | $34K | – | 0.01 |
| BAFC 2006-D 1A2 (Banc Amer Fdg 06-D) | Long | ABS-other | US | $368K | – | 0.14 |
| BALTA 2003-5 M (Bear Stearns Alternative A Trust) | Long | ABS-other | US | $627K | – | 0.23 |
| BALTA 2003-6 B1 (Bear Stearns Alternative A Trust) | Long | ABS-other | US | $135K | – | 0.05 |
| BALTA 2005-10 11A1 (Bear Stearns Alternative A Trust) | Long | ABS-other | US | $1M | – | 0.50 |
| BALTA 2005-3 1A1 (Bear Stearns Alternative A Trust) | Long | ABS-other | US | $797K | – | 0.29 |
| BALTA 2005-7 25A1 (Bear Stearns Alternative A Trust) | Long | ABS-other | US | $79K | – | 0.03 |
| BALTA 2006-4 23A4 (Bear Stearns Alternative A Trust) | Long | ABS-other | US | $728K | – | 0.27 |
| BALTA 2007-2 1A1 (Bear Stearns Alternative A Trust) | Long | ABS-other | US | $310K | – | 0.11 |
| BANK 2017-BNK6 XG | Long | ABS-other | US | $644K | – | 0.24 |
| BAYC 2005-2A M4 (Bayview Commercial Asset Trust 2006-SP2) | Long | ABS-other | US | $332K | – | 0.12 |
| BAYC 2005-3A B1 (Bayview Commercial Asset Trust 2006-SP2) | Long | ABS-other | US | $635K | – | 0.23 |
| BAYC 2005-3A M1 (Bayview Commercial Asset Trust 2006-SP2) | Long | ABS-other | US | $428K | – | 0.16 |
| BAYC 2005-4A M3 (Bayview Commercial Asset Trust 2006-SP2) | Long | ABS-other | US | $220K | – | 0.08 |
| BAYC 2006-1A M4 (Bayview Commercial Asset Trust 2006-SP2) | Long | ABS-other | US | $8K | – | 0.00 |
| BAYC 2006-1A M5 (Bayview Commercial Asset Trust 2006-SP2) | Long | ABS-other | US | $7K | – | 0.00 |
| BAYC 2006-SP1 B2 (Bayview Coml Trust) | Long | ABS-other | US | $3M | – | 1.12 |
| BAYC 2006-SP2 B1 (Bayview Commercial Asset Trust 2006-SP2) | Long | ABS-other | US | $2M | – | 0.61 |
| BAYC 2006-SP2 M1 (Bayview Commercial Asset Trust 2006-SP2) | Long | ABS-other | US | $652K | – | 0.24 |
| BAYC 2006-SP2 M4 (Bayview Commercial Asset Trust 2006-SP2) | Long | ABS-other | US | $1M | – | 0.39 |
| BAYC 2006-SP2 M5 (Bayview Commercial Asset Trust 2006-SP2) | Long | ABS-other | US | $334K | – | 0.12 |
| BAYC 2006-SP2 M6 (Bayview Commercial Asset Trust 2006-SP2) | Long | ABS-other | US | $363K | – | 0.13 |
| BAYC 2007-4A A2 (Bayview Commercial Asset Trust 2006-SP2) | Long | ABS-other | US | $2M | – | 0.63 |
| BAYV 2005-C B2 (Bayview Finl Secs) | Long | ABS-other | US | $2M | – | 0.83 |
| BCAP 2008-RR3 A1B (Bcap Llc Trust) | Long | ABS-other | US | $165K | – | 0.06 |
| BCAP 2009-RR4 1A2 (Bcap Llc Tr 07-Aa1) | Long | ABS-other | US | $405K | – | 0.15 |
| BCM 2001-A M2 (Bombardier Cap Mtg) | Long | ABS-other | US | $176K | – | 0.06 |
| BLX 2007-AA B (Business Loan 07-A) | Long | Debt | US | $310K | – | 0.11 |
| BOAA 2006-5 CBIO (Banc Amer Alternative Loan Trust) | Long | ABS-other | US | $134K | – | 0.05 |
| BOAA 2006-6 CBIO (Banc Amer Alternative Loan Trust) | Long | ABS-other | US | $166K | – | 0.06 |
| BOAA 2006-8 1A5 (Banc Amer Alternative Loan Trust) | Long | ABS-other | US | $29K | – | 0.01 |
| BOAA 2006-8 XIO (Banc Amer Alternative Loan Trust) | Long | ABS-other | US | $65K | – | 0.02 |
| BOAMS 2007-1 2IO (Banc Amer Mtg Tst) | Long | ABS-other | US | $65K | – | 0.02 |
| BSABS 1999-2 AF2 (Bear Stearns Asset Backed Securities I Trust) | Long | ABS-other | US | $23K | – | 0.01 |
| BSABS 1999-2 MF1 (Bear Stearns Asset Backed Securities I Trust) | Long | ABS-other | US | $194K | – | 0.07 |
| BSABS 2003-AC4 M1 (Bear Stearns Asset Backed Securities Trust) | Long | ABS-other | US | $176K | – | 0.06 |
| BSABS 2003-AC5 B (Bear Stearns Asset Backed Securities Trust) | Long | ABS-other | US | $48K | – | 0.02 |
| BSABS 2003-AC6 M2 (Bear Stearns Asset Backed Securities Trust) | Long | ABS-other | US | $23K | – | 0.01 |
| BSABS 2003-HE1 M4 (Bear Stearns Asset Backed Securities Trust) | Long | ABS-other | US | $82K | – | 0.03 |
| BSABS 2003-HE1 M5 (Bear Stearns Asset Backed Securities Trust) | Long | ABS-other | US | $83K | – | 0.03 |
| BSABS 2004-AC5 A2 (Bear Stearns Asset Backed Securities I Trust) | Long | ABS-other | US | $25K | – | 0.01 |
| BSABS 2004-FR2 M6 (Bear Stearns Asset Backed Securities I Trust) | Long | ABS-other | US | $303K | – | 0.11 |
| BSABS 2004-FR3 M5 (Bear Stearns Asset Backed Securities I Trust) | Long | ABS-other | US | $778K | – | 0.29 |
| BSABS 2004-HE1 M6 (Bear Stearns Asset Backed Securities Trust) | Long | ABS-other | US | $123K | – | 0.05 |
| BSABS 2004-HE10 M5 (Bear Stearns Asset Backed Securities I Trust) | Long | ABS-other | US | $204K | – | 0.08 |
| BSABS 2004-HE2 M4 (Bear Stearns Asset Backed Securities Trust) | Long | ABS-other | US | $10K | – | 0.00 |
| BSABS 2004-HE2 M6 (Bear Stearns Asset Backed Securities Trust) | Long | ABS-other | US | $491K | – | 0.18 |
| BSABS 2004-HE5 M2 (Bear Stearns Asset Backed Securities I Trust) | Long | ABS-other | US | $54K | – | 0.02 |
| BSABS 2004-HE5 M6 (Bear Stearns Asset Backed Securities I Trust) | Long | ABS-other | US | $45K | – | 0.02 |
| BSABS 2004-HE6 M5 (Bear Stearns Asset Backed Securities I Trust) | Long | ABS-other | US | $108K | – | 0.04 |
| BSABS 2004-HE7 M6 (Bear Stearns Asset Backed Securities I Trust) | Long | ABS-other | US | $170K | – | 0.06 |
| BSABS 2004-HE8 M3 (Bear Stearns Asset Backed Securities I Trust) | Long | ABS-other | US | $434K | – | 0.16 |
| BSABS 2004-HE8 M4 (Bear Stearns Asset Backed Securities I Trust) | Long | ABS-other | US | $656K | – | 0.24 |
| BSABS 2004-HE9 M4 (Bear Stearns Asset Backed Securities I Trust) | Long | ABS-other | US | $394K | – | 0.14 |
| BSABS 2004-SD1 M3 (Bear Stearns Asset Backed Securities Trust) | Long | ABS-other | US | $0.22 | – | 0.00 |
| BSABS 2006-HE10 23A (Bear Stearns Asset Backed Securities I Trust) | Long | ABS-other | US | $838K | – | 0.31 |
| BSABS 2007-SD2 1A2A (Bear Stearns Asset Backed Securities Trust) | Long | ABS-other | US | $66K | – | 0.02 |
| BSARM 2004-6 2A2 (Bear Stearns Arm Trust) | Long | ABS-other | US | $144K | – | 0.05 |
| BSARM 2004-7 1A1 (Bear Stearns Arm Trust) | Long | ABS-other | US | $58K | – | 0.02 |
| BSARM 2005-12 23A1 (Bear Stearns Arm Trust) | Long | ABS-other | US | $231K | – | 0.08 |
| BSARM 2007-4 22A1 (Bear Stearns Arm Trust) | Long | ABS-other | US | $59K | – | 0.02 |
| BSMF 2006-AR1 2A2 (Bear Stearns Mortgage Funding Trust 2006-Ar1) | Long | ABS-other | US | $2M | – | 0.70 |
| BSMF 2006-AR5 1A1 (Bear Stearns Mortgage Funding Trust 2006-Ar5) | Long | ABS-other | US | $257K | – | 0.09 |
| BSMF 2006-AR5 1A2 (Bear Stearns Mortgage Funding Trust 2006-Ar5) | Long | ABS-other | US | $3M | – | 0.95 |
| BSMF 2007-AR1 1A2 (Bear Stearns Mortgage Funding Trust 2007-Ar1) | Long | ABS-other | US | $2M | – | 0.86 |
| BSMF 2007-AR3 1A2 (Bear Strn 2007-Ar3) | Long | ABS-other | US | $2M | – | 0.69 |
| BSMF 2007-AR3 21A2 (Bear Strn 2007-Ar3) | Long | ABS-other | US | $2M | – | 0.57 |
| BSMF 2007-SL1 1A (Bear Stearns 7-Sl1) | Long | ABS-other | US | $21K | – | 0.01 |
| CARR 2005-FRE1 M4 (Carrington Mtg Ln) | Long | ABS-other | US | $4M | – | 1.31 |
| CBAC 2006-2A A (CBA Commercial Assets Small Balance) | Long | ABS-other | US | $564K | – | 0.21 |
| CBASS 2002-CB5 M2 (C-Bass) | Long | ABS-other | US | $341K | – | 0.13 |
| CBASS 2004-CB3 B2 (Citigroup Mortgage Loan Trust) | Long | ABS-other | US | $117K | – | 0.04 |
| CBASS 2004-CB3 B3 (Citigroup Mortgage Loan Trust) | Long | ABS-other | US | $233K | – | 0.09 |
| CBASS 2004-CB3 B4 (Citigroup Mortgage Loan Trust) | Long | ABS-other | US | $278K | – | 0.10 |
| CBASS 2004-CB6 B1 (Merrill Lynch Mortgage Investors, Inc.) | Long | ABS-other | US | $51K | – | 0.02 |
| CBASS 2004-CB8 M1 (Merrill Lynch Mortgage Investors, Inc.) | Long | ABS-other | US | $13K | – | 0.00 |
| CBASS 2006-RP2 M1 (C-Bass Mortgage Loan Asset-Backed Certificates) | Long | ABS-other | US | $632K | – | 0.23 |
| CBASS 2007-CB1 AF2 (C-Bass 2007-Cb1 Tr) | Long | ABS-other | US | $226K | – | 0.08 |
| CBASS 2007-CB4 A2C (C-Bass) | Long | ABS-other | US | $270K | – | 0.10 |
| CCMFC 2003-4A B1 (Chevy Chase Funding Llc) | Long | ABS-other | US | $309K | – | 0.11 |
| CCMFC 2004-2A A2 (Chevy Chase Funding Llc) | Long | ABS-other | US | $31K | – | 0.01 |
| CCMFC 2004-4A B1 (Chevy Chase Funding Llc) | Long | ABS-other | US | $361K | – | 0.13 |
| CCMFC 2007-2A A2 (Chevy Chase Funding Llc) | Long | ABS-other | US | $267K | – | 0.10 |
| CDCMC 2004-HE1 M2 (CDC Mortgage Capital Trust) | Long | ABS-other | US | $514K | – | 0.19 |
| CFAB 2003-1 2A2 (Chase Fdg Mtg Ln) | Long | ABS-other | US | $106K | – | 0.04 |
| CFAB 2003-3 1M2 (Chase Fdg Mtg Ln) | Long | ABS-other | US | $85K | – | 0.03 |
| CFLX 2007-M1 2AV2 (Chaseflex Trust) | Long | ABS-other | US | $399K | – | 0.15 |
| CGCMT 2014-GC21 E (Citigroup Commercial Mortgage Trust) | Long | ABS-other | US | $3M | – | 0.93 |
| CGCMT 2015-GC35 D (Citigroup Coml Mtg Tr 2018) | Long | ABS-other | US | $2M | – | 0.77 |
| CHASE 2005-S3 A10 (Chase Mortgage Financial Trust) | Long | ABS-other | US | $259K | – | 0.10 |
| CHASE 2007-A1 5A2 (Chase Mortgage Financial Trust) | Long | ABS-other | US | $20K | – | 0.01 |
| CHASE 2007-A1 7A1 (Chase Mortgage Financial Trust) | Long | ABS-other | US | $17K | – | 0.01 |
| CMALT 2007-A1 1A1 (Cmalt Citimortgage) | Long | ABS-other | US | $49K | – | 0.02 |
| CMALT 2007-A6 1A2 (CitiMortgage Alternative Loan Trust) | Long | ABS-other | US | $130K | – | 0.05 |
| CMLTI 2004-HYB1 A31 (Citigroup Mortgage Loan Trust) | Long | ABS-other | US | $21K | – | 0.01 |
| CMLTI 2004-HYB2 1A (Citigroup Mortgage Loan Trust) | Long | ABS-other | US | $35K | – | 0.01 |
| CMLTI 2005-3 2A2B (Citigroup Mortgage Loan Trust) | Long | ABS-other | US | $108K | – | 0.04 |
| CMLTI 2005-9 1A1 (Citigroup Mortgage Loan Trust) | Long | ABS-other | US | $345K | – | 0.13 |
| CMLTI 2005-HE4 M5 (Citigroup Mortgage Loan Trust) | Long | ABS-other | US | $2M | – | 0.89 |
| CMLTI 2005-WF2 MV6 (Citigroup Mortgage Loan Trust) | Long | ABS-other | US | $2M | – | 0.57 |
| CMLTI 2006-AR1 2A1 (Citigroup Mortgage Loan Trust) | Long | ABS-other | US | $57K | – | 0.02 |
| CMLTI 2007-10 22AA (Citigroup Mortgage Loan Trust) | Long | ABS-other | US | $56K | – | 0.02 |
| CMLTI 2007-AHL3 A1 (Citigroup Mortgage Loan Trust) | Long | ABS-other | US | $183K | – | 0.07 |
| CMLTI 2007-AMC2 A3A (Citigroup Mortgage Loan Trust) | Long | ABS-other | US | $52K | – | 0.02 |
| CMLTI 2007-AR8 2A1A (Citigroup Mortgage Loan Trust) | Long | ABS-other | US | $33K | – | 0.01 |
| CMLTI 2007-OPX1 A4B (Citigroup Mortgage Loan Trust) | Long | ABS-other | US | $92K | – | 0.03 |
| CMSI 2006-4 1A12 (Citicorp Mortgage Securities Trust) | Long | ABS-other | US | $29K | – | 0.01 |
| CMSI 2007-7 APO (Citicorp Mtg Sec) | Long | ABS-other | US | $22K | – | 0.01 |
| CNF 2001-2 M1 (Conseco Financial Secs Corp) | Long | ABS-other | US | $999K | – | 0.37 |
| CNF 2002-1 B1 (Conseco Financial Secs Corp) | Long | ABS-other | US | $788.8 | – | 0.00 |
| CNFHE 2002-B B1 (Conseco Finance Home Equity Ln Tst) | Long | ABS-other | US | $39K | – | 0.01 |
| COMM 2014-LC17 E (COMM 2014-LC17 MORTGAGE TRUST) | Long | ABS-other | US | $1M | – | 0.40 |
| CRMSI 2006-1 M3 (Citigroup Res Mtg) | Long | ABS-other | US | $2M | – | 0.92 |
| CRMSI 2006-2 M3 (Citicorp Res Mtg T) | Long | ABS-other | US | $2M | – | 0.58 |
| CSFB 2002-AR21 CB1 (Credit Suisse First Boston Mortgage Securities Corp.) | Long | ABS-other | US | $237K | – | 0.09 |
| CSFB 2002-HE16 M2 (Credit Suisse First Boston Mortgage Securities Corp.) | Long | ABS-other | US | $79K | – | 0.03 |
| CSFB 2003-1 DB2 (Credit Suisse First Boston Mortgage Securities Corp 2005-11) | Long | ABS-other | US | $669K | – | 0.25 |
| CSFB 2003-AR9 CB1 (Credit Suisse First Boston Mortgage Securities Corp.) | Long | ABS-other | US | $77K | – | 0.03 |
| CSFB 2004-7 DB1 (Credit Suisse First Boston Mortgage Securities Corp 2005-11) | Long | ABS-other | US | $267K | – | 0.10 |
| CSFB 2004-AR1 6M2 (Credit Suisse First Boston Mortgage Securities Corp.) | Long | ABS-other | US | $545K | – | 0.20 |
| CSFB 2004-AR7 CB1 (Credit Suisse First Boston Mortgage Securities Corp.) | Long | ABS-other | US | $694K | – | 0.26 |
| CSFB 2004-FRE1 B3 (Credit Suisse First Boston Mortgage Securities Corp.) | Long | ABS-other | US | $104K | – | 0.04 |
| CSFB 2005-1 1A4 (Credit Suisse First Boston Mortgage Securities Corp.) | Long | ABS-other | US | $507K | – | 0.19 |
| CWALT 2003-4CB B1 (CWMBS Inc) | Long | ABS-other | US | $86K | – | 0.03 |
| CWALT 2003-J2 B1 (CWMBS Inc) | Long | ABS-other | US | $78K | – | 0.03 |
| CWALT 2005-22T1 A2 (Cwalt Incorporation) | Long | ABS-other | US | $17K | – | 0.01 |
| CWALT 2005-45 2A1 (Cwalt Incorporation) | Long | ABS-other | US | $373K | – | 0.14 |
| CWALT 2005-56 5A1 (Cwalt Incorporation) | Long | ABS-other | US | $247K | – | 0.09 |
| CWALT 2005-65CB 1A5 (Cwalt Incorporation) | Long | ABS-other | US | $238K | – | 0.09 |
| CWALT 2005-65CB 2A4 (Cwalt Incorporation) | Long | ABS-other | US | $402K | – | 0.15 |
| CWALT 2006-22R 2A2 (Altern Ln 07-Hy5r) | Long | ABS-other | US | $77K | – | 0.03 |
| CWALT 2006-32CB A8 (Alternative Loan Trust) | Long | ABS-other | US | $98K | – | 0.04 |
| CWALT 2006-36T2 1A9 (Alternative Loan Trust) | Long | ABS-other | US | $158K | – | 0.06 |
| CWALT 2006-HY10 2A1 (Cwalt Incorporation) | Long | ABS-other | US | $138K | – | 0.05 |
| CWALT 2006-J3 2A1 (Alternative Loan Trust) | Long | ABS-other | US | $230K | – | 0.08 |
| CWALT 2006-J5 1A4 (Cwalt Alt 2006-J8) | Long | ABS-other | US | $70K | – | 0.03 |
| CWALT 2006-OA10 XAD (Alternative Loan Trust) | Long | ABS-other | US | $2K | – | 0.00 |
| CWALT 2006-OA10 XBI (Alternative Loan Trust) | Long | ABS-other | US | $19K | – | 0.01 |
| CWALT 2006-OA11 A1B (Alternative Loan Trust) | Long | ABS-other | US | $931K | – | 0.34 |
| CWALT 2006-OA14 X2 (Alternative Loan Trust) | Long | ABS-other | US | $61.97 | – | 0.00 |
| CWALT 2006-OA17 2X (Countrywide Alternative loan Trust) | Long | ABS-other | US | $379K | – | 0.14 |
| CWALT 2006-OA2 X1P (CWMBS Inc) | Long | ABS-other | US | $280K | – | 0.10 |
| CWALT 2006-OC6 2A2A (Countrywide Alternative loan Trust) | Long | ABS-other | US | $127K | – | 0.05 |
| CWHEL 2005-B 2A (Cwheq Inc) | Long | ABS-other | US | $351K | – | 0.13 |
| CWHL 2003-48 B1 (CWMBS Inc) | Long | ABS-other | US | $25K | – | 0.01 |
| CWHL 2003-58 M (CWMBS Inc) | Long | ABS-other | US | $198K | – | 0.07 |
| CWHL 2004-25 1A2 (CWMBS Inc) | Long | ABS-other | US | $21K | – | 0.01 |
| CWHL 2004-29 2X (CWMBS Inc) | Long | ABS-other | US | $48.82 | – | 0.00 |
| CWHL 2005-11 3A3 (CWMBS Inc) | Long | ABS-other | US | $29K | – | 0.01 |
| CWHL 2005-11 4A1 (CWMBS Inc) | Long | ABS-other | US | $18K | – | 0.01 |
| CWHL 2005-11 4A2 (CWMBS Inc) | Long | ABS-other | US | $140K | – | 0.05 |
| CWHL 2005-14 A3 (CWMBS Inc) | Long | ABS-other | US | $76K | – | 0.03 |
| CWHL 2005-2 2A3 (CWMBS Inc) | Long | ABS-other | US | $247K | – | 0.09 |
| CWHL 2005-R1 1AS (CWMBS Inc) | Long | ABS-other | US | $276K | – | 0.10 |
| CWHL 2005-R2 1AS (CWMBS Inc) | Long | ABS-other | US | $286K | – | 0.11 |
| CWHL 2006-R1 AS (Cwmbs Reperform Ln) | Long | ABS-other | US | $257K | – | 0.09 |
| CWHL 2007-HYB2 3A1 (CHL Mortgage Pass-Through Trust) | Long | ABS-other | US | $75K | – | 0.03 |
| CWHL 2007-J3 A9 (CHL Mortgage Pass-Through Trust) | Long | ABS-other | US | $108K | – | 0.04 |
| CWL 2002-BC3 M1 (CWABS Inc.) | Long | ABS-other | US | $1M | – | 0.41 |
| CWL 2003-4 M1 (CWABS Inc.) | Long | ABS-other | US | $453K | – | 0.17 |
| CWL 2004-5 M1 (CWABS Inc.) | Long | ABS-other | US | $12K | – | 0.00 |
| CWL 2005-1 MF4 (CWABS Inc.) | Long | ABS-other | US | $101K | – | 0.04 |
| CWL 2005-IM3 A3 (CWABS Inc.) | Long | ABS-other | US | $55K | – | 0.02 |
| CWL 2006-1 MV2 (CWABS Inc.) | Long | ABS-other | US | $2M | – | 0.59 |
| CWL 2006-21 M1 (CWABS Asset-Backed Certificates Trust 2006-21) | Long | ABS-other | US | $154K | – | 0.06 |
| CWL 2006-23 1A (CWABS Asset-Backed Certificates Trust 2006-23) | Long | ABS-other | US | $90K | – | 0.03 |
| CWL 2006-BC1 M4 (CWABS Inc.) | Long | ABS-other | US | $2M | – | 0.80 |
| CWL 2007-SD1 A1 (CWABS Asset-Backed Certificates Trust 2007-SD1) | Long | ABS-other | US | $591K | – | 0.22 |
| CXHE 2001-B A5 (Centex Home Loan Equity Trust) | Long | ABS-other | US | $197K | – | 0.07 |
| CXHE 2003-A M2 (Centex Home Loan Equity Trust) | Long | ABS-other | US | $46K | – | 0.02 |
| CXHE 2004-B M5 (Centex Home Loan Equity Trust) | Long | ABS-other | US | $618K | – | 0.23 |
| CXHE 2004-D MV2 (Centex Home Loan Equity Trust) | Long | ABS-other | US | $24K | – | 0.01 |
| DBALT 2005-5 1A3 (Deutsche Alt-A Secs Inc) | Long | ABS-other | US | $90K | – | 0.03 |
| DBALT 2006-AR5 23A (Deutsche Alt-A Secs Mtg Ln Tr) | Long | ABS-other | US | $347K | – | 0.13 |
| DBALT 2007-OA5 A3 (Deutsche Alt-A Secs Inc) | Long | ABS-other | US | $768K | – | 0.28 |
| DELHE 1999-3 M1 (Delta Funding Series 2000-2) | Long | ABS-other | US | $73K | – | 0.03 |
| DMSI 2008-RS1 4A2 (Deutsche Mortgage Securities Inc Mortgage Loan Trust) | Long | ABS-other | US | $516K | – | 0.19 |
| DP Rev Repo - 07401NAB5 | Long | Repurchase agreement | US | $-597K | – | -0.22 |
| DP Rev Repo - 07401VAQ4 | Long | Repurchase agreement | US | $-1M | – | -0.37 |
| DP Rev Repo - 23333YAD7 | Long | Repurchase agreement | US | $-2M | – | -0.62 |
| DP Rev Repo - 41162CAD3 | Long | Repurchase agreement | US | $-1M | – | -0.41 |
| DP Rev Repo - 86358EYG5 | Long | Repurchase agreement | US | $-2M | – | -0.67 |
| DP Rev Repo - 86362VAF9 | Long | Repurchase agreement | US | $-2M | – | -0.75 |
| DP Rev Repo2 - 43710XAF5 | Long | Repurchase agreement | US | $-2M | – | -0.61 |
| DSLA 2004-AR3 B2 (Dsla Mortgage Loan Trust) | Long | ABS-other | US | $9K | – | 0.00 |
| DSLA 2004-AR3 B3 (Dsla Mortgage Loan Trust) | Long | ABS-other | US | $110K | – | 0.04 |
| DSLA 2005-AR1 2A2 (DSLA MORTGAGE LOAN TRUST) | Long | ABS-other | US | $0 | – | – |
| DSLA 2007-AR1 2A1B (Dsla Mortgage Loan Trust) | Long | ABS-other | US | $3M | – | 1.09 |
| EMCM 2002-AA M2 (EMC Mortgage Loan Trust) | Long | ABS-other | US | $676K | – | 0.25 |
| EMLT 2004-3 M9 (Equifirst Mtg Ln T) | Long | ABS-other | US | $444K | – | 0.16 |
| EQABS 2004-3 M3 (Equity One, Inc.) | Long | ABS-other | US | $360K | – | 0.13 |
| EQLS 2007-1 M1 (Equifirst Loan Sec) | Long | ABS-other | US | $4M | – | 1.39 |
| FFML 2002-FF4 M1 (First Franklin Mortgage Loan Trust 2005-FF4) | Long | ABS-other | US | $528K | – | 0.19 |
| FFML 2003-FF4 M2 (First Franklin Mortgage Loan Trust 2005-FF4) | Long | ABS-other | US | $242K | – | 0.09 |
| FFML 2003-FFH1 M2 (First Franklin Mortgage Loan Trust 2005-FF4) | Long | ABS-other | US | $869K | – | 0.32 |
| FFML 2003-FFH2 M2 (First Franklin Mortgage Loan Trust 2005-FF4) | Long | ABS-other | US | $3M | – | 1.00 |
| FFML 2004-FF5 M6 (First Franklin Mortgage Loan Trust 2005-FF4) | Long | ABS-other | US | $291K | – | 0.11 |
| FFML 2004-FF7 M5 (First Franklin Mortgage Loan Trust 2005-FF4) | Long | ABS-other | US | $1M | – | 0.49 |
| FFML 2006-FF10 M1 (First Franklin Mortgage Loan Trust) | Long | ABS-other | US | $6M | – | 2.15 |
| FFML 2006-FF11 M1 (First Franklin Mortgage Loan Trust) | Long | ABS-other | US | $4M | – | 1.48 |
| FHLT 2004-B M6 (Fremont Home Loan Trust) | Long | ABS-other | US | $43K | – | 0.02 |
| FHLT 2004-C M3 (Fremont Home Loan Trust) | Long | ABS-other | US | $267.23 | – | 0.00 |
| FHR 4238 NS (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $54K | – | 0.02 |
| FHR 4416 DS (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $319K | – | 0.12 |
| FHR 4583 ST (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $18K | – | 0.01 |
| FHR 4685 SA (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $196K | – | 0.07 |
| FHR 4718 SC (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $401K | – | 0.15 |
| FHR 4796 AS (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD) | Long | ABS-other | US | $135K | – | 0.05 |
| FINA 2004-1 M6 (Finance America Mortgage Loan Trust) | Long | ABS-other | US | $337K | – | 0.12 |
| FINA 2004-2 M2 (Finance America Mortgage Loan Trust) | Long | ABS-other | US | $140K | – | 0.05 |
| FMMHR 2015-R1 C3 (Frem Mil Hse Tr 2015-R1) | Long | ABS-other | US | $2M | – | 0.76 |
| FNR 2012-144 SH (Federal National Mortgage Association) | Long | ABS-other | US | $447K | – | 0.16 |
| FNR 2012-90 SA (Federal National Mortgage Association) | Long | ABS-other | US | $82K | – | 0.03 |
| FNR 2017-14 DS (Federal National Mortgage Association) | Long | ABS-other | US | $251K | – | 0.09 |
| FNR 2017-16 CS (Federal National Mortgage Association) | Long | ABS-other | US | $383K | – | 0.14 |
| FNR 2017-68 SN (Federal National Mortgage Association) | Long | ABS-other | US | $252K | – | 0.09 |
| FNR 2018-64 SE (Federal National Mortgage Association) | Long | ABS-other | US | $191K | – | 0.07 |
| FNW 2003-W1 M (Federal National Mortgage Association) | Long | ABS-other | US | $92K | – | 0.03 |
| FRST AM-GV OB-X (First American Funds Inc.) | Long | Short-term investment vehicle | US | $347K | – | 0.13 |
| GECMS 1999-HE2 B1 (GE Capital Mortgage Services Inc) | Long | ABS-other | US | $27K | – | 0.01 |
| GECMS 1999-HE3 M (GE Cap Mtg Fndg) | Long | ABS-other | US | $266K | – | 0.10 |
| GMLT 2004-1 A (Greenpoint Mtg Ln) | Long | ABS-other | US | $246K | – | 0.09 |
| GMSL 2005-A B1 (Global Mortgage Securitization Ltd.) | Long | ABS-other | KY | $832K | – | 0.31 |
| GNR 2007-15 IO (Government National Mortgage Association) | Long | ABS-other | US | $20K | – | 0.01 |
| GNR 2012-72 IO (Government National Mortgage Association) | Long | ABS-other | US | $2K | – | 0.00 |
| GNR 2013-15 IO (Government National Mortgage Association) | Long | ABS-other | US | $52K | – | 0.02 |
| GNR 2015-122 IO (Government National Mortgage Association) | Long | ABS-other | US | $212.01 | – | 0.00 |
| GNR 2015-6 IO (Government National Mortgage Association) | Long | ABS-other | US | $59K | – | 0.02 |
| GNR 2019-111 SK (Government National Mortgage Association) | Long | ABS-other | US | $128K | – | 0.05 |
| GPMF 2006-AR8 2A (Greenpoint 06-Ar8) | Long | ABS-other | US | $163K | – | 0.06 |
| GSAA 2006-3 A1 (GSAA Home Equity Trust) | Long | ABS-other | US | $17K | – | 0.01 |
| GSAMP 2004-OPT B2 (GS Mortgage Securities Corp) | Long | ABS-other | US | $113K | – | 0.04 |
| GSAMP 2004-WF B1 (GS Mortgage Securities Corp) | Long | ABS-other | US | $93K | – | 0.03 |
| GSAMP 2006-NC1 M2 (GSAA Home Equity Trust) | Long | ABS-other | US | $779K | – | 0.29 |
| GSAMP 2007-SEA1 M1 (GSAMP Trust 2007-SEA1) | Long | ABS-other | US | $2M | – | 0.71 |
| GSMPS 2003-3 B1 (Gsmps Mtg Ln Trust) | Long | ABS-other | US | $10.2 | – | 0.00 |
| GSMS 2007-GG10 AJ (GS Mortgage Securities Corp II) | Long | ABS-other | US | $124K | – | 0.05 |
| GSMS 2014-GC22 D (GS MORTGAGE SECURITIES CORP) | Long | ABS-other | US | $1M | – | 0.41 |
| GSMS 2014-GC26 D (GS MORTGAGE SECURITIES TRUST) | Long | ABS-other | US | $1M | – | 0.51 |
| GSR 2003-1 A11 (GSR Mtg Loan Trust) | Long | ABS-other | US | $179K | – | 0.07 |
| GSR 2003-2F 2A5 (GS Mortgage Securities Corp) | Long | ABS-other | US | $150K | – | 0.06 |
| GSR 2004-7 1A2 (GS Mortgage Securities Corp) | Long | ABS-other | US | $10K | – | 0.00 |
| GSR 2006-4F 4A1 (GSR Mtg Loan Trust) | Long | ABS-other | US | $370K | – | 0.14 |
| GSR 2006-9F 6A1 (GSR Mtg Loan Trust) | Long | ABS-other | US | $75K | – | 0.03 |
| GSR 2006-AR2 1B2 (GSR Mtg Ln) | Long | ABS-other | US | $4K | – | 0.00 |
| GSR 2006-AR2 2A1 (GSR Mtg Ln) | Long | ABS-other | US | $63K | – | 0.02 |
| GSR 2006-OA1 2A2 (GSR Mtg Loan Trust) | Long | ABS-other | US | $287K | – | 0.11 |
| GT 1997-2 M1 (Green Tree Financial Corporation) | Long | ABS-other | US | $96K | – | 0.04 |
| HEAT 2002-2 M2 (Credit Suisse First Boston Mortgage Securities Corp.) | Long | ABS-other | US | $160K | – | 0.06 |
| HEAT 2003-8 B1 (Credit Suisse First Boston Mortgage Securities Corp.) | Long | ABS-other | US | $283K | – | 0.10 |
| HEAT 2003-8 M3 (Credit Suisse First Boston Mortgage Securities Corp.) | Long | ABS-other | US | $131K | – | 0.05 |
| HEAT 2004-3 B1 (Home Equity Asset Trust) | Long | ABS-other | US | $583K | – | 0.21 |
| HEAT 2004-6 M5 (Home Equity Asset Trust) | Long | ABS-other | US | $211K | – | 0.08 |
| HELT 2007-FRE1 M1 (Home Eqty Ln Tst) | Long | ABS-other | US | $9M | – | 3.31 |
| HMBT 2005-1 B1 (Homebanc Mtg Trust) | Long | ABS-other | US | $179K | – | 0.07 |
| HMBT 2005-1 B2 (Homebanc Mtg Trust) | Long | ABS-other | US | $23K | – | 0.01 |
| HMH 2017-NSS A (Hmh Tr 2017-Nss) | Long | ABS-other | US | $824K | – | 0.30 |
| HMH 2017-NSS E (Hmh Tr 2017-Nss) | Long | ABS-other | US | $5M | – | 1.78 |
| HMH 2017-NSS F (Hmh Tr 2017-Nss) | Long | ABS-other | US | $2M | – | 0.72 |
| HVMLT 2005-12 1A1A (Harborview Mtg Loan Trust) | Long | ABS-other | US | $223K | – | 0.08 |
| HVMLT 2005-13 2A11 (Harborview Mtg Loan Trust) | Long | ABS-other | US | $2M | – | 0.59 |
| HVMLT 2005-6 A1B (Harborview Mtg Loan Trust) | Long | ABS-other | US | $91K | – | 0.03 |
| HVMLT 2005-6 B1 (Harborview Mtg Loan Trust) | Long | ABS-other | US | $915K | – | 0.34 |
| HVMLT 2005-8 1X (Harborview Mtg Loan Trust) | Long | ABS-other | US | $138.5 | – | 0.00 |
| HVMLT 2006-1 X1 (Harborview Mtg Loan Trust) | Long | ABS-other | US | $105.26 | – | 0.00 |
| HVMLT 2006-10 2A1B (Harborview Mtg Loan Trust) | Long | ABS-other | US | $2M | – | 0.58 |
| HVMLT 2006-14 2A1B (Harborview Mtg Loan Trust) | Long | ABS-other | US | $970K | – | 0.36 |
| HVMLT 2006-7 2A1A (Harborview Mtg Loan Trust) | Long | ABS-other | US | $86K | – | 0.03 |
| HVMLT 2007-1 2A1B (Harborview Mtg Loan Trust) | Long | ABS-other | US | $3M | – | 1.12 |
| HVMLT 2007-7 2A1B (Harborview Mtg Loan Trust) | Long | ABS-other | US | $3M | – | 1.22 |
| IMCHE 1998-1 M1 (IMC Hm Eqty Ln Tst) | Long | ABS-other | US | $443K | – | 0.16 |
| IMCHE 1998-5 A6 (IMC Hm Eqty Ln Tst) | Long | ABS-other | US | $264.79 | – | 0.00 |
| IMJA 2007-A1 A4 (Indymac Imja Mtg) | Long | ABS-other | US | $570K | – | 0.21 |
| IMJA 2007-A3 A1 (Indymac Imja Mtg) | Long | ABS-other | US | $644K | – | 0.24 |
| IMM 2004-11 2A2 (Impac CMB Trust) | Long | ABS-other | US | $243K | – | 0.09 |
| IMM 2004-4 1M6 (Impac CMB Trust) | Long | ABS-other | US | $28K | – | 0.01 |
| IMM 2005-2 1M1 (Impac CMB Trust) | Long | ABS-other | US | $178K | – | 0.07 |
| IMM 2005-2 1M3 (Impac CMB Trust) | Long | ABS-other | US | $301K | – | 0.11 |
| IMM 2005-2 2B (Impac CMB Trust) | Long | ABS-other | US | $32K | – | 0.01 |
| IMM 2005-2 2M2 (Impac CMB Trust) | Long | ABS-other | US | $45K | – | 0.02 |
| IMM 2005-6 2B2 (Impac CMB Trust) | Long | ABS-other | US | $3K | – | 0.00 |
| IMSA 2002-2 M1 (Impac Secured Assets Corp) | Long | ABS-other | US | $144K | – | 0.05 |
| IMSA 2004-1 M2 (Impac Secured Assets Corp) | Long | ABS-other | US | $489K | – | 0.18 |
| IMSC 2007-HOA1 A22 (Indymac Imsc Mtg) | Long | ABS-other | US | $3M | – | 1.15 |
| INABS 2005-D M1 (Indymac ABS, Inc.) | Long | ABS-other | US | $125K | – | 0.05 |
| INDA 2006-AR3 1A1 (IndyMac INDA Mortgage Loan Trust) | Long | ABS-other | US | $56K | – | 0.02 |
| INDX 2004-AR13 B1 (Indymac MBS Inc) | Long | ABS-other | US | $700K | – | 0.26 |
| INDX 2004-AR9 5M2 (Indymac MBS Inc) | Long | ABS-other | US | $649K | – | 0.24 |
| INDX 2005-AR2 2A1B (Indymac MBS Inc) | Long | ABS-other | US | $162K | – | 0.06 |
| INDX 2005-AR23 2A1 (Indymac MBS Inc) | Long | ABS-other | US | $211K | – | 0.08 |
| INDX 2005-AR4 2A1A (Indymac MBS Inc) | Long | ABS-other | US | $285K | – | 0.10 |
| INDX 2006-AR21 A1 (Indymac Indx Mtg) | Long | ABS-other | US | $192K | – | 0.07 |
| INDX 2006-AR5 2A1 (Indymac MBS Inc) | Long | ABS-other | US | $34K | – | 0.01 |
| INDX 2006-AR6 2A1A (Indymac Indx Mtg) | Long | ABS-other | US | $53K | – | 0.02 |
| INDX 2007-FLX3 A2 (Indymac Indx 07-Fl) | Long | ABS-other | US | $2M | – | 0.55 |
| INHEL 2001-C M2 (Indymac ABS, Inc.) | Long | ABS-other | US | $455K | – | 0.17 |
| INHEL 2003-A MF1 (Indymac ABS, Inc.) | Long | ABS-other | US | $171K | – | 0.06 |
| INHEL 2004-C M5 (Indymac ABS, Inc.) | Long | ABS-other | US | $283K | – | 0.10 |
| INHEL 2004-C M6 (Indymac ABS, Inc.) | Long | ABS-other | US | $238K | – | 0.09 |
| JPALT 2006-A2 5A1 (JP Morgan Alt 06) | Long | ABS-other | US | $194K | – | 0.07 |
| JPMBB 2015-C28 E (JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST) | Long | ABS-other | US | $842K | – | 0.31 |
| JPMBB 2016-C1 E (JPMBB Commercial Mortgage Securities Trust 2016-C1) | Long | ABS-other | US | $3M | – | 0.95 |
| JPMCC 2013-LC11 D (JP Morgan Commercial Mortgage Finance Corp) | Long | ABS-other | US | $868K | – | 0.32 |
| JPMCC 2018-PTC C (JP Morgan Chase Commercial Mortgage Securities Corp.) | Long | ABS-other | US | $36K | – | 0.01 |
| JPMCC 2018-PTC D (JP Morgan Chase Commercial Mortgage Securities Corp.) | Long | ABS-other | US | $14K | – | 0.01 |
| JPMDB 2016-C2 D (Jpmdb Commercial Mortgage Secu) | Long | ABS-other | US | $1M | – | 0.48 |
| JPMMT 2005-A1 IB2 (JP Morgan Mortgage Trust) | Long | ABS-other | US | $958K | – | 0.35 |
| JPMMT 2006-A6 3A2 (JP Morgan Mortgage Trust) | Long | ABS-other | US | $30K | – | 0.01 |
| JPMMT 2006-A7 2A2 (JP Morgan Mortgage Trust) | Long | ABS-other | US | $91K | – | 0.03 |
| JPMMT 2006-S3 1A12 (JP Morgan Mortgage Trust) | Long | ABS-other | US | $41K | – | 0.02 |
| LMT 2005-3 1A5 (Lehman Mortgage Trust) | Long | ABS-other | US | $750K | – | 0.28 |
| LMT 2005-3 2A7 (Lehman Mortgage Trust) | Long | ABS-other | US | $30K | – | 0.01 |
| LXS 2006-18N A4 (Lehman Xs Trust) | Long | ABS-other | US | $1M | – | 0.53 |
| LXS 2006-18N A5A (LEHMAN XS TRUST) | Long | ABS-other | US | $28K | – | 0.01 |
| LXS 2007-1 1A4 (Lehman Xs Trust) | Long | ABS-other | US | $101K | – | 0.04 |
| LXS 2007-12N 1A3A (Lehman Xs Trust) | Long | ABS-other | US | $583K | – | 0.21 |
| LXS 2007-16N 2A2 (Lehman Xs Trust) | Long | ABS-other | US | $99K | – | 0.04 |
| LXS 2007-6 2A1 (Lehman Xs Trust) | Long | ABS-other | US | $603K | – | 0.22 |
| LXS 2007-7N 1A2 (Lehman Xs Trust) | Long | ABS-other | US | $703K | – | 0.26 |
| MABS 2004-FRE1 M6 (MASTR Asset Backed Securities Trust) | Long | ABS-other | US | $114K | – | 0.04 |
| MABS 2004-HE1 M8 (MASTR Asset Backed Securities Trust) | Long | ABS-other | US | $45K | – | 0.02 |
| MABS 2004-OPT2 M4 (MASTR Asset Backed Securities Trust) | Long | ABS-other | US | $18K | – | 0.01 |
| MABS 2004-OPT2 M8 (MASTR Asset Backed Securities Trust) | Long | ABS-other | US | $428K | – | 0.16 |
| MABS 2005-NC1 M5 (MASTR Asset Backed Securities Trust) | Long | ABS-other | US | $23K | – | 0.01 |
| MALT 2006-2 2A1 (MASTR Alternative Loan Trust) | Long | ABS-other | US | $30K | – | 0.01 |
| MALT 2006-2 2A3 (MASTR Alternative Loan Trust) | Long | ABS-other | US | $45K | – | 0.02 |
| MANA 2007-OAR4 A1 (Merrill Lynch Alternative Note Asset Trust Series 2007-OAR4) | Long | ABS-other | US | $439K | – | 0.16 |
| MASD 2005-2 B (MASTR Specialized Loan Trust) | Long | ABS-other | US | $314K | – | 0.12 |
| MASTR 2004-1 B1 (Master Asset Securitization Trust) | Long | ABS-other | US | $273K | – | 0.10 |
| MASTR 2004-3 4A11 (Master Asset Securitization Trust) | Long | ABS-other | US | $397.37 | – | 0.00 |
| MESC 12-1 1M2 (Merit Securities Corp) | Long | ABS-other | US | $670K | – | 0.25 |
| MHL 2005-2 1M2 (MortgageIT Trust) | Long | ABS-other | US | $36K | – | 0.01 |
| MHL 2005-2 2M2 (MortgageIT Trust) | Long | ABS-other | US | $18K | – | 0.01 |
| MLCC 2003-G XA2 (Merrill Lynch Mortgage Investors, Inc.) | Long | ABS-other | US | $16K | – | 0.01 |
| MLCC 2007-3 M1 (Merrill Lynch Mtg Inv Trust) | Long | ABS-other | US | $98K | – | 0.04 |
| MLMI 2003-A1 M2 (Merrill Lynch Mortgage Investors, Inc.) | Long | ABS-other | US | $37K | – | 0.01 |
| MLMI 2004-A1 M1 (Merrill Lynch Mortgage Investors, Inc.) | Long | ABS-other | US | $12K | – | 0.00 |
| MLMI 2004-HE2 B3 (Merrill Lynch Mortgage Investors, Inc.) | Long | ABS-other | US | $734K | – | 0.27 |
| MLMI 2005-A6 M2 (Merrill Lynch Mortgage Investors, Inc.) | Long | ABS-other | US | $3M | – | 1.22 |
| MLMI 2005-WMC1 M2 (Merrill Lynch Mortgage Investors, Inc.) | Long | ABS-other | US | $12K | – | 0.00 |
| MRFC 1999-TBC3 A2 (Mellon Residential) | Long | ABS-other | US | $429K | – | 0.16 |
| MSAC 2003-NC10 B2 (Morgan Stanley ABS Capital I Inc) | Long | ABS-other | US | $813K | – | 0.30 |
| MSAC 2003-NC8 B1 (Morgan Stanley ABS Capital I Inc) | Long | ABS-other | US | $412K | – | 0.15 |
| MSAC 2003-NC8 B2 (Morgan Stanley ABS Capital I Inc) | Long | ABS-other | US | $537K | – | 0.20 |
| MSAC 2004-NC7 M4 (Morgan Stanley ABS Capital I Inc. Trust 2004-NC1) | Long | ABS-other | US | $16K | – | 0.01 |
| MSAC 2005-HE2 M5 (Morgan Stanley ABS Capital I Inc. Trust 2004-NC1) | Long | ABS-other | US | $418K | – | 0.15 |
| MSAC 2005-WMC4 M6 (Morgan Stanley ABS Capital I Inc. Trust 2004-NC1) | Long | ABS-other | US | $146K | – | 0.05 |
| MSAC 2007-HE3 A2A (Morgan Stanley ABS Capital I Inc) | Long | ABS-other | US | $126K | – | 0.05 |
| MSBAM 2013-C10 C (Morgan Stanley Bank of America Merrill Lynch Trust 2013-C10) | Long | ABS-other | US | $83K | – | 0.03 |
| MSBAM 2016-C29 E (Morgan Stanley BAML Trust) | Long | ABS-other | US | $1M | – | 0.44 |
| MSBAM 2016-C30 E (Morgan Stanley BAML Trust) | Long | ABS-other | US | $2M | – | 0.75 |
| MSBAM 2016-C31 D (Morgan Stanley Bank Of America Merrill Lynch Trust) | Long | ABS-other | US | $1M | – | 0.47 |
| MSM 2004-11AR 1B1 (Morgan Stanley ML) | Long | ABS-other | US | $283K | – | 0.10 |
| MSM 2007-7AX 2A4 (Morgan Stanley ML) | Long | ABS-other | US | $810K | – | 0.30 |
| MSM 2007-7AX 2A6 (Morgan Stanley ML) | Long | ABS-other | US | $198K | – | 0.07 |
| NAA 2004-AR1 5M1 (Nomura Asset Acceptance Corp Alt Ln tr) | Long | ABS-other | US | $134K | – | 0.05 |
| NAA 2006-AF1 2A (Nomura Asset Alt) | Long | ABS-other | US | $147K | – | 0.05 |
| NCHET 2003-2 M2 (New Century Home Equity Loan Trust 2005-1) | Long | ABS-other | US | $638K | – | 0.23 |
| NCHET 2003-3 M6 (New Century Home Equity Loan Trust 2005-1) | Long | ABS-other | US | $157K | – | 0.06 |
| NCHET 2003-5 B (New Century Home Equity Loan Trust 2005-1) | Long | ABS-other | US | $1M | – | 0.53 |
| NCHET 2003-5 M5 (New Century Home Equity Loan Trust 2005-1) | Long | ABS-other | US | $24K | – | 0.01 |
| NCHET 2004-1 M2 (New Century Home Equity Loan Trust 2005-1) | Long | ABS-other | US | $1K | – | 0.00 |
| NCMT 2007-1 M2 (Newcastle Mortgage Securities Trust) | Long | ABS-other | US | $2M | – | 0.60 |
| NHEL 2004-3 B1 (Novastar Mortgage Funding Trust) | Long | ABS-other | US | $259K | – | 0.10 |
| OOMLT 2004-1 M3 (Option One Mortgage Loan Trust) | Long | ABS-other | US | $187K | – | 0.07 |
| OOMLT 2004-1 M4 (Option One Mortgage Loan Trust) | Long | ABS-other | US | $251K | – | 0.09 |
| OOMLT 2004-2 M4 (Option One Mortgage Loan Trust) | Long | ABS-other | US | $473K | – | 0.17 |
| OPTON 2016-1A SAC3 (OPTONE TRUST) | Long | ABS-other | US | $2M | – | 0.84 |
| ORGN 2001-A M1 (Origen Mfd Housing) | Long | ABS-other | US | $139K | – | 0.05 |
| OWNIT 2004-1 B2 | Long | ABS-other | US | $1M | – | 0.37 |
| PBHET 1998-4 A9 (Provident Bank Home) | Long | ABS-other | US | $359K | – | 0.13 |
| PBHET 1999-3 A2 (Provident Bank Home) | Long | ABS-other | US | $137K | – | 0.05 |
| PBHET 1999-3 A3 (Provident Bank Home) | Long | ABS-other | US | $345K | – | 0.13 |
| PCHLT 2004-2 M3 (Peoples Chce Hm Ln) | Long | ABS-other | US | $169K | – | 0.06 |
| PCHLT 2004-2 M5 (Peoples Chce Hm Ln) | Long | ABS-other | US | $830K | – | 0.30 |
| PCT 2016-PLSD A (Palisades Center Tst) | Long | ABS-other | US | $3M | – | 1.04 |
| POPLR 2005-5 AF4 (Popular Abs Inc) | Long | ABS-other | US | $4K | – | 0.00 |
| PPSI 2005-WCW1 M5 (Park Place Securities Inc.) | Long | ABS-other | US | $3M | – | 1.03 |
| PRIME 2006-CL1 M3 (Prime Mtg Tst 2006) | Long | ABS-other | US | $571K | – | 0.21 |
| QUEST 2004-X2 M3 (Ameriquest Mortgage Securities) | Long | ABS-other | US | $952K | – | 0.35 |
| RAAC 2004-SP3 MII4 (Residential Asset Mortgage Products, Inc.) | Long | ABS-other | US | $226K | – | 0.08 |
| RAAC 2005-SP2 2A (Residential Asset Mortgage Products, Inc.) | Long | ABS-other | US | $321K | – | 0.12 |
| RAAC 2006-SP1 M2 (Residential Asset Mortgage Products, Inc.) | Long | ABS-other | US | $134K | – | 0.05 |
| RAAC 2007-RP4 A (Raac Trust) | Long | ABS-other | US | $371K | – | 0.14 |
| RALI 2003-QS9 A2 (Residential Accredit Loans Inc) | Long | ABS-other | US | $1K | – | 0.00 |
| RALI 2005-QO1 A3 (Residential Accredit Loans Inc) | Long | ABS-other | US | $1M | – | 0.47 |
| RALI 2005-QS7 CB (Residential Accredit Loans Inc) | Long | ABS-other | US | $151K | – | 0.06 |
| RALI 2006-QO8 1A3A (Rali Ser 06-Qo8 Tr) | Long | ABS-other | US | $239K | – | 0.09 |
| RALI 2006-QS12 AV (RALI Series Trust) | Long | ABS-other | US | $378K | – | 0.14 |
| RALI 2006-QS16 A10 (Rali Ser 06-Qs16) | Long | ABS-other | US | $190K | – | 0.07 |
| RALI 2006-QS7 A4 (Rali Ser 2006-Qs7) | Long | ABS-other | US | $91K | – | 0.03 |
| RALI 2007-QH3 A2 (Rali Ser 07-Qh3 Tr) | Long | ABS-other | US | $3M | – | 1.27 |
| RALI 2007-QH5 AI2 (RALI Series Trust) | Long | ABS-other | US | $52K | – | 0.02 |
| RALI 2007-QH7 1A2 (RALI Series Trust) | Long | ABS-other | US | $316K | – | 0.12 |
| RAMC 2002-3 B (Renaissance Mtg Ac) | Long | ABS-other | US | $229K | – | 0.08 |
| RAMC 2003-2 M2A (Renaissance Hm Eqt) | Long | ABS-other | US | $236K | – | 0.09 |
| RAMP 2003-RS7 MII3 (Residential Asset Mortgage Products, Inc.) | Long | ABS-other | US | $303K | – | 0.11 |
| RAMP 2003-RS9 MII2 (Residential Asset Mortgage Products, Inc.) | Long | ABS-other | US | $389K | – | 0.14 |
| RAMP 2004-SL1 MI6 (Residential Asset Mortgage Products, Inc.) | Long | ABS-other | US | $6K | – | 0.00 |
| RAMP 2005-RS8 M2 (Residential Asset Mortgage Products, Inc.) | Long | ABS-other | US | $164K | – | 0.06 |
| RAMP 2006-RS1 M1 (Residential Asset Mortgage Products, Inc.) | Long | ABS-other | US | $749K | – | 0.28 |
| RAMP 2006-RZ2 M2 (Ramp Ser 2006-Rz2) | Long | ABS-other | US | $3M | – | 1.01 |
| RAMP 2007-RS2 A3 (Ramp Ser 2007 Rs2) | Long | ABS-other | US | $171K | – | 0.06 |
| RASC 2003-KS4 AIII (Residential Asset Securities Corp.) | Long | ABS-other | US | $87K | – | 0.03 |
| RASC 2005-KS12 M5 (Rasc Ser 2005-Ks12) | Long | ABS-other | US | $1M | – | 0.42 |
| RAST 2003-A4 B1 (Indymac MBS Inc) | Long | ABS-other | US | $565K | – | 0.21 |
| RAST 2005-A11 1AX (Indymac MBS Inc) | Long | ABS-other | US | $159K | – | 0.06 |
| RAST 2005-A16 A3 (Indymac MBS Inc) | Long | ABS-other | US | $117K | – | 0.04 |
| RAST 2007-A9 AX (Resident Asset Sec) | Long | ABS-other | US | $605K | – | 0.22 |
| RFMSI 2007-S6 2A5 (Rfmsi Series 2007-S6 Trust) | Long | ABS-other | US | $664K | – | 0.24 |
| SABR 2004-NC1 B2 (Securitized Asset Backed Receivables Llc Trust) | Long | ABS-other | US | $31K | – | 0.01 |
| SABR 2004-NC3 M2 (Securitized Asset Backed Receivables Llc Trust) | Long | ABS-other | US | $133K | – | 0.05 |
| SACO 1999-3 1B1 (Saco I Inc) | Long | ABS-other | US | $141K | – | 0.05 |
| SACO 2006-3 A1 (Saco I Trust) | Long | ABS-other | US | $186K | – | 0.07 |
| SAIL 2003-BC2 A2 (Strctrd Asset Invt) | Long | ABS-other | US | $47K | – | 0.02 |
| SAIL 2003-BC4 M4 (Strctrd Asset Invt) | Long | ABS-other | US | $173K | – | 0.06 |
| SAIL 2003-BC8 M2 (Strctrd Asset Invt) | Long | ABS-other | US | $61K | – | 0.02 |
| SAIL 2004-5 M7 (Strctrd Asset Invt) | Long | ABS-other | US | $430K | – | 0.16 |
| SAIL 2004-9 M6 (Strctrd Asset Invt) | Long | ABS-other | US | $75K | – | 0.03 |
| SAIL 2004-BNC2 M1 (Strctrd Asset Invt) | Long | ABS-other | US | $496K | – | 0.18 |
| SAIL 2005-9 M2 (Strctrd Asset Invt) | Long | ABS-other | US | $3M | – | 1.22 |
| SAMI 2005-AR5 X2 (Structured Asset Mortgage Investments II Trust) | Long | ABS-other | US | $22K | – | 0.01 |
| SAMI 2006-AR3 11A1 (Structured Asset M) | Long | ABS-other | US | $137K | – | 0.05 |
| SAMI 2006-AR3 12A3 (Structured Asset M) | Long | ABS-other | US | $2M | – | 0.81 |
| SAMI 2006-AR7 A10 (Structured Asset Mortgage Investments Inc) | Long | ABS-other | US | $4K | – | 0.00 |
| SAMI 2006-AR7 X (Structured Asset Mortgage Investments Inc) | Long | ABS-other | US | $967K | – | 0.36 |
| SAMI 2007-AR6 A2 (Struct Asset Mort) | Long | ABS-other | US | $3M | – | 0.98 |
| SAMI 2007-AR6 X2 (Struct Asset Mort) | Long | ABS-other | US | $595K | – | 0.22 |
| SAMI 2007-AR7 2A1 (Struct Ass 07-Ar7) | Long | ABS-other | US | $671K | – | 0.25 |
| SARM 2005-10 M1 (Structured Adj Rate Mtg Loan Trust) | Long | ABS-other | US | $3M | – | 0.99 |
| SARM 2005-18 4A1 (Structured Adj Rate Mtg Loan Trust) | Long | ABS-other | US | $673K | – | 0.25 |
| SASC 2001-SB1 A5 (Structured Asset Securities Corp.) | Long | ABS-other | US | $12K | – | 0.00 |
| SASC 2002-AL1 A2 (Structured Asset Securities Corp.) | Long | ABS-other | US | $27K | – | 0.01 |
| SASC 2003-36XS M1 (Structured Asset Securities Corp.) | Long | ABS-other | US | $196K | – | 0.07 |
| SASC 2003-9A B1II (Structured Asset Securities Corp.) | Long | ABS-other | US | $156K | – | 0.06 |
| SASC 2003-AL1 B1 (Structured Asset Securities Corp.) | Long | ABS-other | US | $224K | – | 0.08 |
| SASC 2004-6XS M1 (Structured Asset Securities Corp.) | Long | ABS-other | US | $254K | – | 0.09 |
| SASC 2005-RF4 B1 (First Franklin Mortgage Loan Trust) | Long | ABS-other | US | $277K | – | 0.10 |
| SASC 2005-S1 M4 (STRUCTURED ADJUSTABLE RATE MOR) | Long | ABS-other | US | $263K | – | 0.10 |
| SASC 2006-BC6 M1 (Structured Asset Securities Corp Mortgage Loan) | Long | ABS-other | US | $3M | – | 1.24 |
| SAST 2004-2 MV3 (Saxon Asset Securities Trust) | Long | ABS-other | US | $51K | – | 0.02 |
| SAST 2005-1 B3 (Saxon Asset Securities Trust) | Long | ABS-other | US | $63K | – | 0.02 |
| SAST 2007-4 M1 (Saxon Asset Securities Trust) | Long | ABS-other | US | $3M | – | 1.06 |
| SBM7 1997-LB6 B2 (Salomon Brothers Mtg Secs VII Inc) | Long | ABS-other | US | $44K | – | 0.02 |
| SBM7 2002-WMC1 M1 (Salomon Brothers Mtg Secs VII Inc) | Long | ABS-other | US | $143K | – | 0.05 |
| SEMT 9 B1 (Sequoia Mtg Trust) | Long | ABS-other | US | $56K | – | 0.02 |
| SGMS 2006-OPT2 A3C (SG Mtg Sec 06-Opt2) | Long | ABS-other | US | $90K | – | 0.03 |
| SRPT 2014-STAR A (Starwood Retail Property Trust) | Long | ABS-other | US | $4M | – | 1.30 |
| STALT 2006-1F 1A4 (Suntrust Alt Loan) | Long | ABS-other | US | $163K | – | 0.06 |
| SURF 2003-BC2 B1 (Spclty Undrw & Res) | Long | ABS-other | US | $167K | – | 0.06 |
| SURF 2004-BC1 B1 (Spclty Undrw & Res) | Long | ABS-other | US | $531K | – | 0.20 |
| SVHE 2004-WMC1 M4 (Soundview Home Loan Trust) | Long | ABS-other | US | $23K | – | 0.01 |
| SVHE 2006-2 M4 (Soundview Home Loan Trust) | Long | ABS-other | US | $2M | – | 0.59 |
| SVHE 2007-OPT2 2A3 (Soundview Home Loan Trust) | Long | ABS-other | US | $197K | – | 0.07 |
| TMTS 2003-2HE B (Terwin Mtg Tst) | Long | ABS-other | US | $184K | – | 0.07 |
| TMTS 2003-5SL B3 (Terwin Mtg Tst) | Long | ABS-other | US | $12K | – | 0.00 |
| TMTS 2003-7SL B3 (Terwin Mtg Tst) | Long | ABS-other | US | $30K | – | 0.01 |
| TMTS 2004-18SL 1B4 (Terwin Mtg Tst) | Long | ABS-other | US | $458K | – | 0.17 |
| TMTS 2004-7HE M1 (Terwin Mtg Tst) | Long | ABS-other | US | $7K | – | 0.00 |
| TMTS 2006-HF1 M1 (Terwin Mtg Tst) | Long | ABS-other | US | $208K | – | 0.08 |
| UCFC 1998-D MF2 (Ucfc Loan Trust) | Long | ABS-other | US | $1M | – | 0.45 |
| WAMU 2005-AR15 X (Wamu Mortgage Pass-Through CTFS TR) | Long | ABS-other | US | $15K | – | 0.01 |
| WAMU 2006-AR4 2A1A (Washington Mut Mtg) | Long | ABS-other | US | $393K | – | 0.14 |
| WFCM 2013-LC12 C (Wells Fargo Commercial Mortgage Trust) | Long | ABS-other | US | $833K | – | 0.31 |
| WFCM 2013-LC12 D (Wells Fargo Commercial Mortgage Trust) | Long | ABS-other | US | $2M | – | 0.78 |
| WFCM 2015-C27 D (Wells Fargo Coml Mtg Tr 2015-C27) | Long | ABS-other | US | $1M | – | 0.42 |
| WFCM 2015-C27 E (Wells Fargo Coml Mtg Tr 2015-C27) | Long | ABS-other | US | $1M | – | 0.37 |
| WFCM 2016-C34 XFG (Wells Fargo Commercial Mortgage Trust) | Long | ABS-other | US | $465K | – | 0.17 |
| WFCM 2016-C36 D (Wells Fargo Coml Tr 2016-C36) | Long | ABS-other | US | $2M | – | 0.64 |
| WFHET 2004-2 M6 (Wells Fargo Home Equity Asset Backed Securities 2005-3 Trust) | Long | ABS-other | US | $89K | – | 0.03 |
| WFHET 2005-1 M10 (Wells Fargo Home Equity Asset-Backed Securities 2005-1 Trust) | Long | ABS-other | US | $26K | – | 0.01 |
| WFRBS 2013-C14 D (WFRBS Commercial Mortgage Trust 2013-C14) | Long | ABS-other | US | $860K | – | 0.32 |
| WFRBS 2013-C14 E (WFRBS Commercial Mortgage Trust 2013-C14) | Long | ABS-other | US | $1M | – | 0.49 |
| WIMLT 1997-2 A7 (Wilshire Mtg Ln Tr) | Long | ABS-other | US | $33K | – | 0.01 |
| WIMLT 1997-2 M2 (Wilshire Mtg Ln Tr) | Long | ABS-other | US | $25K | – | 0.01 |
| WMALT 2006-5 1A2 (Washington Mut Pas) | Long | ABS-other | US | $263K | – | 0.10 |
| WMALT 2007-1 1A3 (Wamu Wmalt 07-0c1) | Long | ABS-other | US | $675K | – | 0.25 |
| WMALT 2007-OA1 1A (Washington Mut Pas) | Long | ABS-other | US | $254K | – | 0.09 |
| YMLT 2007-1 A (Yale Mtg Loan Tr) | Long | ABS-other | US | $57K | – | 0.02 |
Address
NORTHERN LIGHTS FUND TRUST
225 Pictoria Drive, Suite 450
Cincinnati
Ohio
45246
United States of America
Websites
Directors
Mark H. Taylor
Anthony J. Hertl
Gary W. Lanzen
Mark Garbin
John V. Palancia
Mark D. Gersten
Transfer Agents
Ultimus Fund Solutions, LLC
Pricing Services
ICE Data Services
Custodians
U.S. Bank National Association
Shareholder Servicing Agents
Ultimus Fund Solutions, LLC
Admins
Ultimus Fund Solutions, LLC
Brokers
Wallachbeth Capital, LLC