Grant Park Multi Alternative Strategies Fund

Fund Profile

Fund profile

Tickers

GPAAX, GPACX, GPAIX, GPANX

Fund manager

Northern Lights Fund Trust

Total assets

$383.64 mm

Liabilities

$534.50 k

Net assets

$383.11 mm

Number of holdings

111.00

111 Holdings

As of Sep 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
MSILF-GOVT-INS	90.07 mm	90.07 mm principal	23.51	Short-term investment vehicle	Long	USA
B 11/21/24	14.90 mm	15.00 mm principal	3.89	Debt	Long	USA
FHLB 1 02/25/28	13.91 mm	14.75 mm principal	3.63	Debt	Long	USA
FHLB 1 07/21/26	13.46 mm	14.00 mm principal	3.51	Debt	Long	USA
FNMA 0.85 06/30/26	12.32 mm	13.00 mm principal	3.22	Debt	Long	USA
IAU iShares Gold Trust	11.92 mm	239.82 k shares	3.11	Common equity	Long	USA
T 1 1/8 01/15/25	9.90 mm	10.00 mm principal	2.58	Debt	Long	USA
FFCB 0.32 12/23/24	9.90 mm	10.00 mm principal	2.58	Debt	Long	USA
B 01/16/25	9.87 mm	10.00 mm principal	2.58	Debt	Long	USA
B 02/06/25	9.84 mm	10.00 mm principal	2.57	Debt	Long	USA
B 03/27/25	9.79 mm	10.00 mm principal	2.56	Debt	Long	USA
FHLB 1 06/30/26	9.69 mm	10.00 mm principal	2.53	Debt	Long	USA
FHLB 1 08/24/28	9.48 mm	9.90 mm principal	2.47	Debt	Long	USA
FHLB 1 06/30/27	9.47 mm	10.00 mm principal	2.47	Debt	Long	USA
FHLB 1 1/4 02/24/28	9.45 mm	10.00 mm principal	2.47	Debt	Long	USA
FHLB 0 3/4 01/28/28	9.45 mm	10.00 mm principal	2.47	Debt	Long	USA
FHLMC 0.7 08/19/26	9.44 mm	10.00 mm principal	2.46	Debt	Long	USA
FHLB 1 1/4 08/16/28	9.37 mm	10.00 mm principal	2.45	Debt	Long	USA
ISHARES-C S&P500	9.30 mm	16.13 k shares	2.43	Common equity	Long	USA
VBR Vanguard Small Cap Value Index Fund	7.62 mm	78.18 k shares	1.99	Common equity	Long	USA
FNMA 0.55 08/25/25	5.82 mm	6.00 mm principal	1.52	Debt	Long	USA
B 10/10/24	4.99 mm	5.00 mm principal	1.30	Debt	Long	USA
RDSALN 2 11/07/24	4.98 mm	5.00 mm principal	1.30	Debt	Long	Netherlands
B 10/31/24	4.98 mm	5.00 mm principal	1.30	Debt	Long	USA
MSFT Microsoft Corporation	4.95 mm	5.00 mm principal	1.29	Debt	Long	USA
FNMA 0 3/4 01/20/26	4.81 mm	5.00 mm principal	1.26	Debt	Long	USA
FHLB 2 05/27/27	4.17 mm	4.25 mm principal	1.09	Debt	Long	USA
VPL Vanguard Pacific Stock Index Fund	3.71 mm	77.62 k shares	0.97	Common equity	Long	USA
GOLD 100 OZ FUTR Dec24	2.96 mm	164.00 contracts	0.77	Commodity derivative	Long	USA
VEVFX Vanguard Explorer Value Fund	2.81 mm	45.73 k shares	0.73	Common equity	Long	USA
ISHARES US REAL	2.36 mm	23.13 k shares	0.61	Common equity	Long	USA
BlackRock Fund Advisors	2.35 mm	19.62 k shares	0.61	Common equity	Long	USA
ISHARES MSCI EME	2.33 mm	50.82 k shares	0.61	Common equity	Long	USA
BlackRock Fund Advisors	2.33 mm	34.41 k shares	0.61	Common equity	Long	USA
BlackRock Fund Advisors	2.33 mm	40.70 k shares	0.61	Common equity	Long	USA
ISHARES RUSSELL	2.31 mm	7.35 k shares	0.60	Common equity	Long	USA
ISHARES RUSSELL	2.30 mm	26.11 k shares	0.60	Common equity	Long	USA
ISHARES MSCI EAF	2.29 mm	27.37 k shares	0.60	Common equity	Long	USA
ISHARES RUSSELL	2.27 mm	10.25 k shares	0.59	Common equity	Long	USA
VANGUARD FTSE ET	2.01 mm	37.97 k shares	0.52	Common equity	Long	USA
GNR 2019-159 QA	1.94 mm	2.19 mm principal	0.51	ABS-other	Long	USA
S&P500 EMINI FUT Dec24	1.21 mm	72.00 contracts	0.32	Equity derivative	Long	USA
PowerShares Actively Managed Exchange-Traded Commodity Fund Trust	1.11 mm	82.47 k shares	0.29	Common equity	Long	USA
HANG SENG IDX FUT Oct24	1.09 mm	114.00 contracts	0.28	Equity derivative	Long	Hong Kong
3MO EURO EURIBOR Jun26	1.05 mm	2.10 k contracts	0.28	Interest rate derivative	Long	UK
MSCI EmgMkt Dec24	969.05 k	250.00 contracts	0.25	Equity derivative	Long	USA
COFFEE 'C' FUTURE Dec24	525.41 k	53.00 contracts	0.14	Commodity derivative	Long	USA
DAX INDEX FUTURE Dec24	509.66 k	27.00 contracts	0.13	Equity derivative	Long	Germany
BP CURRENCY FUT Dec24	474.08 k	383.00 contracts	0.12	DFE	Long	USA
AUDUSD Crncy Fut Dec24	455.21 k	218.00 contracts	0.12	DFE	Long	USA
NEW ZEALAND $ FUT Dec24	424.68 k	229.00 contracts	0.11	DFE	Long	USA
Euro-BTP Future Dec24	386.63 k	134.00 contracts	0.10	Interest rate derivative	Long	Germany
LME ZINC FUTURE Dec24	335.78 k	45.00 contracts	0.09	Commodity derivative	Long	UK
EURO-BOBL FUTURE Dec24	253.24 k	235.00 contracts	0.07	Interest rate derivative	Long	Germany
ICE 3MTH SONIA FU Jun26	245.53 k	1.59 k contracts	0.06	Interest rate derivative	Long	UK
S&P MID 400 EMINI Dec24	223.05 k	27.00 contracts	0.06	Equity derivative	Long	USA
EURO-BUND FUTURE Dec24	181.07 k	136.00 contracts	0.05	Interest rate derivative	Long	Germany
US 2YR NOTE (CBT) Dec24	111.60 k	327.00 contracts	0.03	Interest rate derivative	Long	USA
US 10YR NOTE (CBT)Dec24	100.18 k	254.00 contracts	0.03	Interest rate derivative	Long	USA
EURO-SCHATZ FUT Dec24	96.82 k	425.00 contracts	0.03	Interest rate derivative	Long	Germany
EURO-BUXL 30Y BND Dec24	91.56 k	56.00 contracts	0.02	Interest rate derivative	Long	Germany
US 5YR NOTE (CBT) Dec24	83.65 k	278.00 contracts	0.02	Interest rate derivative	Long	USA
LME PRI ALUM FUTR Dec24	82.49 k	58.00 contracts	0.02	Commodity derivative	Long	UK
Euro-OAT Future Dec24	76.58 k	106.00 contracts	0.02	Interest rate derivative	Long	Germany
EURO FX CURR FUT Dec24	71.89 k	208.00 contracts	0.02	DFE	Long	USA
LME COPPER FUTURE Dec24	71.79 k	13.00 contracts	0.02	Commodity derivative	Long	UK
DOLLAR INDEX Dec24	69.65 k	-271.00 contracts	0.02	DFE	Short	USA
US LONG BOND(CBT) Dec24	59.50 k	238.00 contracts	0.02	Interest rate derivative	Long	USA
LME NICKEL FUTURE Dec24	53.45 k	14.00 contracts	0.01	Commodity derivative	Long	UK
COPPER FUTURE Dec24	52.49 k	35.00 contracts	0.01	Commodity derivative	Long	USA
LIVE CATTLE FUTR Dec24	42.61 k	18.00 contracts	0.01	Commodity derivative	Long	USA
BRENT CRUDE FUTR Dec24	29.96 k	-56.00 contracts	0.01	Commodity derivative	Short	UK
Low Su Gasoil G Nov24	26.33 k	-118.00 contracts	0.01	Commodity derivative	Short	UK
NATURAL GAS FUTR Nov24	20.90 k	53.00 contracts	0.01	Commodity derivative	Long	USA
PALLADIUM FUTURE Dec24	20.62 k	-9.00 contracts	0.01	Commodity derivative	Short	USA
PLATINUM FUTURE Jan25	20.14 k	95.00 contracts	0.01	Commodity derivative	Long	USA
GASOLINE RBOB FUT Nov24	12.19 k	-38.00 contracts	0.00	Commodity derivative	Short	USA
WTI CRUDE FUTURE Nov24	10.01 k	-53.00 contracts	0.00	Commodity derivative	Short	USA
ROUGH RICE (CBOT) Nov24	6.21 k	34.00 contracts	0.00	Commodity derivative	Long	USA
SGX Iron Ore 62% Nov24	5.52 k	116.00 contracts	0.00	Commodity derivative	Long	Singapore
OAT FUTURE Dec24	3.93 k	11.00 contracts	0.00	Commodity derivative	Long	USA
CATTLE FEEDER FUT Nov24	1.08 k	1.00 contracts	0.00	Commodity derivative	Long	USA
CANOLA FUTR (WCE) Nov24	679.66	2.00 contracts	0.00	Commodity derivative	Long	USA
FCOJ-A FUTURE Nov24	502.50	9.00 contracts	0.00	Commodity derivative	Long	USA
WHEAT FUTURE(CBT) Dec24	-675.00	15.00 contracts	-0.00	Commodity derivative	Long	USA
CANOLA FUTR (WCE) Nov24	-4.59 k	-22.00 contracts	-0.00	Commodity derivative	Short	USA
NASDAQ 100 E-MINI Dec24	-4.70 k	1.00 contracts	-0.00	Equity derivative	Long	USA
WHEAT FUTURE(CBT) Dec24	-5.96 k	-3.00 contracts	-0.00	Commodity derivative	Short	USA
SILVER FUTURE Dec24	-6.11 k	8.00 contracts	-0.00	Commodity derivative	Long	USA
SUGAR #11 (WORLD) Mar25	-6.45 k	8.00 contracts	-0.00	Commodity derivative	Long	USA
LME NICKEL FUTURE Dec24	-8.02 k	-1.00 contracts	-0.00	Commodity derivative	Short	UK
C$ CURRENCY FUT Dec24	-13.35 k	-49.00 contracts	-0.00	DFE	Short	USA
LEAN HOGS FUTURE Dec24	-13.89 k	-16.00 contracts	-0.00	Commodity derivative	Short	USA
CHF CURRENCY FUT Dec24	-20.86 k	37.00 contracts	-0.01	DFE	Long	USA
LONG GILT FUTURE Dec24	-34.24 k	50.00 contracts	-0.01	Interest rate derivative	Long	UK
MEXICAN PESO FUT Dec24	-34.89 k	-134.00 contracts	-0.01	DFE	Short	USA
SOYBEAN FUTURE Nov24	-48.20 k	-19.00 contracts	-0.01	Commodity derivative	Short	USA
NY Harb ULSD Fut Nov24	-50.66 k	-25.00 contracts	-0.01	Commodity derivative	Short	USA
C$ CURRENCY FUT Dec24	-67.62 k	243.00 contracts	-0.02	DFE	Long	USA
JPN YEN CURR FUT Dec24	-69.58 k	37.00 contracts	-0.02	DFE	Long	USA
JPN 10Y BOND(OSE) Dec24	-70.66 k	75.00 contracts	-0.02	Interest rate derivative	Long	Japan
FTSE 100 IDX FUT Dec24	-88.93 k	128.00 contracts	-0.02	Equity derivative	Long	UK
COTTON NO.2 FUTR Dec24	-97.84 k	-73.00 contracts	-0.03	Commodity derivative	Short	USA
3 MONTH SOFR FUT Jun26	-108.33 k	1.55 k contracts	-0.03	Interest rate derivative	Long	USA
CORN FUTURE Dec24	-109.46 k	-117.00 contracts	-0.03	Commodity derivative	Short	USA
COCOA FUTURE Dec24	-121.60 k	41.00 contracts	-0.03	Commodity derivative	Long	USA
SOYBEAN OIL FUTR Dec24	-150.94 k	-96.00 contracts	-0.04	Commodity derivative	Short	USA
LME ZINC FUTURE Dec24	-159.02 k	-20.00 contracts	-0.04	Commodity derivative	Short	UK
SOYBEAN MEAL FUTR Dec24	-180.53 k	-79.00 contracts	-0.05	Commodity derivative	Short	USA
FED FUND 30DAY Jan25	-257.58 k	828.00 contracts	-0.07	Interest rate derivative	Long	USA
NIKKEI 225 (SGX) Dec24	-287.77 k	86.00 contracts	-0.08	Equity derivative	Long	Singapore