# EDGAR Filing Document

**Accession Number:** 0001314414
**File Stem:** 0000910472-26-002826
**Filing Date:** 2026-2
**Character Count:** 69739
**Document Hash:** 813b143b427cbe0fa9629ecd8aadea65
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000910472-26-002826.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0000910472-26-002826

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260226

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Northern Lights Fund Trust
- **CENTRAL INDEX KEY:** 0001314414

**ORGANIZATION NAME:**
- **EIN:** 043023766
- **FISCAL YEAR END:** 0430

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21720
- **FILM NUMBER:** 26683684

**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

### TransWestern Institutional Short Duration Government Bond Fund (Series ID: S000030560)

| Class ID   | Class Name                                                     | Ticker Symbol   |
|:---|:---|:---|
| C000094762 | TransWestern Institutional Short Duration Government Bond Fund | TWSGX           |

## 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:** Transwestern Institutional Short Duration Govt Bd Fd

- **b. EDGAR series identifier (if any):** S000030560

- **c. LEI of Series:** 549300F9F3VX5D6MRP98

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-12-31

**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:** $75976041.94

**Total Liabilities:** $2297138.29

**Net Assets:** $73678903.65

**Cash Not Reported:** $335409.63

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 71.24536400 | **1-Year:** 2407.94261400 | **5-Year:** 7596.56452800 | **10-Year:** 4134.77380100 | **30-Year:** 5.90819800

**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 C000094762 | 0.40%                | 0.49%                | 0.19%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2786.10                | $86871.99                                  |
| Month 2  | $10267.85                | $185505.23                                 |
| Month 3  | $-3945.28                | $-90737.80                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Federal Home Loan Mortgage Corp.                       | FH 1B2025        | CUSIP: 3128JMD79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39038 | PA      | $40441.35     | 0.05%             | 2034-06-01      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FG G08448        | CUSIP: 3128MJQA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34210 | PA      | $35246.74     | 0.05%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FH 1L1358        | CUSIP: 3128Q3QK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     73953 | PA      | $76600.38     | 0.10%             | 2036-05-01      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FH 1Q0160        | CUSIP: 3128S4E94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     48993 | PA      | $50523.84     | 0.07%             | 2035-09-01      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FH 1Q0647        | CUSIP: 3128S4WG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15416 | PA      | $15893.30     | 0.02%             | 2038-11-01      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FH 1Q1302        | CUSIP: 3128S5NT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46300 | PA      | $47486.30     | 0.06%             | 2038-11-01      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FH 848949        | CUSIP: 31300L5J0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    453867 | PA      | $469123.00    | 0.64%             | 2038-09-01      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FH 848565        | CUSIP: 31300LQS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9006 | PA      | $9284.23      | 0.01%             | 2037-12-01      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FH 848568        | CUSIP: 31300LQV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32199 | PA      | $33179.27     | 0.05%             | 2038-09-01      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FH 848690        | CUSIP: 31300LUP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    194066 | PA      | $202573.08    | 0.27%             | 2037-03-01      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FH 849046        | CUSIP: 31300MBP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    121169 | PA      | $126017.70    | 0.17%             | 2041-09-01      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FR SB8031        | CUSIP: 3132D54Q2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    288827 | PA      | $276571.63    | 0.38%             | 2035-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FG U92432        | CUSIP: 3132HCSV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     85967 | PA      | $84072.52     | 0.11%             | 2044-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FG Q18571        | CUSIP: 3132J96H6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    360308 | PA      | $344547.24    | 0.47%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FG Q20545        | CUSIP: 3132JMTA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    224839 | PA      | $215244.76    | 0.29%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FH 972132        | CUSIP: 31336CLM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     36289 | PA      | $37410.49     | 0.05%             | 2033-11-01      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                | FHLBDN 01/13/26  | CUSIP: 313385RT5<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   1961000 | PA      | $1958908.79   | 2.66%             | 2026-01-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FHR 2412 OF      | CUSIP: 31339DVL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      6925 | PA      | $6778.64      | 0.01%             | 2031-12-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FHR 2102 PE      | CUSIP: 3133THG84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     14839 | PA      | $14742.15     | 0.02%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FHR 2131 ZB      | CUSIP: 3133TK5Q9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     11105 | PA      | $10885.97     | 0.01%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FH 780722        | CUSIP: 31342AYT0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     94526 | PA      | $96966.85     | 0.13%             | 2033-08-01      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FNR 2000-45 FD   | CUSIP: 31358SZY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      8877 | PA      | $8611.72      | 0.01%             | 2030-12-18      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FNR 2000-45 FG   | CUSIP: 31358SZZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      6088 | PA      | $5906.82      | 0.01%             | 2030-12-18      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FNR 2013-63 YF   | CUSIP: 3136AEPD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     81312 | PA      | $73477.50     | 0.10%             | 2043-06-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FNA 2017-M3 A2   | CUSIP: 3136AVYL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1183965 | PA      | $1169144.11   | 1.59%             | 2026-12-25      | Floating      | 2.48%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FNA 2017-M14 A2  | CUSIP: 3136AY2H5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   2160137 | PA      | $2123873.86   | 2.88%             | 2027-11-25      | Floating      | 2.81%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FNR 2020-35 FA   | CUSIP: 3136BANP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    901134 | PA      | $889307.36    | 1.21%             | 2050-06-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FHMS KJ21 A2     | CUSIP: 3137FHGE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    406837 | PA      | $405461.21    | 0.55%             | 2026-09-25      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FHMS KF60 A      | CUSIP: 3137FL7L2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    107027 | PA      | $107042.61    | 0.15%             | 2026-02-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FHMS KF72 A      | CUSIP: 3137FQ3S0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     49266 | PA      | $49260.81     | 0.07%             | 2026-11-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FHMS KF77 AL     | CUSIP: 3137FRYZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    942908 | PA      | $944265.97    | 1.28%             | 2027-02-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FHMS KF80 AS     | CUSIP: 3137FUNV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    385730 | PA      | $385220.40    | 0.52%             | 2030-06-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FHMS KF82 AL     | CUSIP: 3137FV2F8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    789908 | PA      | $788967.37    | 1.07%             | 2030-06-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FHMS KF82 AS     | CUSIP: 3137FV2G6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    526606 | PA      | $526291.25    | 0.71%             | 2030-06-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                | FHMS Q016 APT1   | CUSIP: 3137H2NT7<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-O            | USGSE             | US        |   1250840 | PA      | $1241089.01   | 1.68%             | 2051-05-25      | Floating      | 1.23%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD | FHMS KJ42 A2     | CUSIP: 3137H92P3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   2580000 | PA      | $2571392.86   | 3.49%             | 2032-11-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD | FHMS K758 A2     | CUSIP: 3137HHJF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1800000 | PA      | $1845968.76   | 2.51%             | 2031-10-25      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD | FHMS K531 AS     | CUSIP: 3137HHUP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1078976 | PA      | $1077621.81   | 1.46%             | 2029-09-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD | FHMS K540 A2     | CUSIP: 3137HLJA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1085000 | PA      | $1105390.84   | 1.50%             | 2030-02-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD | FHMS K546 A2     | CUSIP: 3137HN4R6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    905000 | PA      | $916691.51    | 1.24%             | 2030-05-25      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN 555375        | CUSIP: 31385W6L8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72775 | PA      | $75472.24     | 0.10%             | 2033-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN AJ0875        | CUSIP: 3138AR6M1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    252629 | PA      | $264544.72    | 0.36%             | 2041-10-01      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN AL0883        | CUSIP: 3138EG6V1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5309 | PA      | $5448.69      | 0.01%             | 2038-01-01      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN AL0361        | CUSIP: 3138EGMK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46841 | PA      | $48334.74     | 0.07%             | 2035-07-01      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN AL0920        | CUSIP: 3138EHAW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25762 | PA      | $26145.91     | 0.04%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN AL1270        | CUSIP: 3138EHMU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    191999 | PA      | $198362.57    | 0.27%             | 2034-10-01      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN AL1288        | CUSIP: 3138EHNE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    111290 | PA      | $114493.93    | 0.16%             | 2037-09-01      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN AL2559        | CUSIP: 3138EJZZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4985 | PA      | $5177.12      | 0.01%             | 2041-07-01      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN AO4163        | CUSIP: 3138LUTV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    320255 | PA      | $305139.80    | 0.41%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN AO8169        | CUSIP: 3138M0CF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1738497 | PA      | $1656426.23   | 2.25%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN AQ6238        | CUSIP: 3138MM4Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    462271 | PA      | $440450.58    | 0.60%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN AQ9715        | CUSIP: 3138MRYM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    301324 | PA      | $278846.97    | 0.38%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN 642012        | CUSIP: 31390CGV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14591 | PA      | $14941.92     | 0.02%             | 2032-05-01      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FNR 2002-30 FB   | CUSIP: 31392CH49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     16249 | PA      | $15858.00     | 0.02%             | 2031-08-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FNR 2002-16 VF   | CUSIP: 31392CWW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     10074 | PA      | $9776.90      | 0.01%             | 2032-04-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FNR 2002-71 AP   | CUSIP: 31392FES2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      2843 | PA      | $2744.28      | 0.00%             | 2032-11-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FHR 2450 FW      | CUSIP: 31392KN93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      3578 | PA      | $3468.56      | 0.00%             | 2032-03-15      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FHR 2448 FV      | CUSIP: 31392KYW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     11934 | PA      | $11691.07     | 0.02%             | 2032-03-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FNR 2003-35 FG   | CUSIP: 31393BM85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |       994 | PA      | $962.20       | 0.00%             | 2033-05-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FHR 2557 WF      | CUSIP: 31393JPL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      6191 | PA      | $5989.28      | 0.01%             | 2033-01-15      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FHR 2581 FD      | CUSIP: 31393LX99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     20763 | PA      | $20241.43     | 0.03%             | 2032-12-15      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FNR 2005-29 WQ   | CUSIP: 31394DJE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     17331 | PA      | $17831.45     | 0.02%             | 2035-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FHR 2768 PW      | CUSIP: 31394TAG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     18954 | PA      | $18366.11     | 0.02%             | 2034-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FHR 2978 JG      | CUSIP: 31395UKP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    112362 | PA      | $116272.12    | 0.16%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FHR 3036 NE      | CUSIP: 31396AXW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    165415 | PA      | $168451.93    | 0.23%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FNR 2009-50 PT   | CUSIP: 31396QMN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     55356 | PA      | $56384.05     | 0.08%             | 2037-05-25      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FNR 2008-86 LA   | CUSIP: 31397ME86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     50664 | PA      | $49850.92     | 0.07%             | 2038-08-25      | Floating      | 3.48%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FHR 3412 AY      | CUSIP: 31397RFM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     98854 | PA      | $103135.44    | 0.14%             | 2038-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FHR 3561 W       | CUSIP: 31398JLT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     81793 | PA      | $77934.44     | 0.11%             | 2048-06-15      | Floating      | 2.54%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FNR 2010-60 HB   | CUSIP: 31398RGA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    219742 | PA      | $223296.39    | 0.30%             | 2040-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FHR 3620 AT      | CUSIP: 31398WB86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     57327 | PA      | $58522.91     | 0.08%             | 2036-12-15      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN 699985        | CUSIP: 31400WUJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34899 | PA      | $35835.77     | 0.05%             | 2033-04-01      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN 721424        | CUSIP: 31401XPH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30165 | PA      | $31047.78     | 0.04%             | 2033-06-01      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN 725392        | CUSIP: 31402C2Z4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16558 | PA      | $16988.10     | 0.02%             | 2034-04-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN 725052        | CUSIP: 31402CQD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16612 | PA      | $17000.94     | 0.02%             | 2033-07-01      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN 725320        | CUSIP: 31402CYR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2412 | PA      | $2474.91      | 0.00%             | 2039-08-01      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN 732087        | CUSIP: 31402LJ86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12521 | PA      | $12935.80     | 0.02%             | 2033-08-01      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN 735667        | CUSIP: 31402RJL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32243 | PA      | $32783.57     | 0.04%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN 748848        | CUSIP: 31403G5H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16039 | PA      | $16656.87     | 0.02%             | 2037-06-01      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN 783245        | CUSIP: 31405AES8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6250 | PA      | $6249.91      | 0.01%             | 2034-04-01      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN 803338        | CUSIP: 31405YPX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16351 | PA      | $16551.45     | 0.02%             | 2044-09-01      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN 813637        | CUSIP: 31406L4W5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    141126 | PA      | $145785.42    | 0.20%             | 2036-01-01      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN 813844        | CUSIP: 31406MER3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30343 | PA      | $31594.64     | 0.04%             | 2035-01-01      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN 838948        | CUSIP: 31407SBR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60272 | PA      | $61576.88     | 0.08%             | 2035-08-01      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN 844532        | CUSIP: 31407YHH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6740 | PA      | $6853.78      | 0.01%             | 2035-11-01      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN 846749        | CUSIP: 31408BWJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     98766 | PA      | $100458.70    | 0.14%             | 2036-01-01      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN 863729        | CUSIP: 31408XSS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27880 | PA      | $28788.83     | 0.04%             | 2036-01-01      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN 879683        | CUSIP: 31409VJ46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       894 | PA      | $921.68       | 0.00%             | 2036-09-01      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN 880366        | CUSIP: 31409WCB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7207 | PA      | $7341.42      | 0.01%             | 2036-02-01      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN 880373        | CUSIP: 31409WCJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56918 | PA      | $59174.69     | 0.08%             | 2036-02-01      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN BM1078        | CUSIP: 3140J5FU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    979038 | PA      | $1017548.66   | 1.38%             | 2040-12-01      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN CB2846        | CUSIP: 3140QNEU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2733626 | PA      | $2219004.94   | 3.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN FS8360        | CUSIP: 3140XQJE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    944183 | PA      | $877212.24    | 1.19%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN 886376        | CUSIP: 31410DXD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16122 | PA      | $16543.89     | 0.02%             | 2036-08-01      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN 888628        | CUSIP: 31410GHD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27309 | PA      | $28270.96     | 0.04%             | 2037-07-01      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN 889819        | CUSIP: 31410KSG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    116246 | PA      | $120123.88    | 0.16%             | 2037-04-01      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN 889822        | CUSIP: 31410KSK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77440 | PA      | $79694.32     | 0.11%             | 2035-07-01      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN 899633        | CUSIP: 31410WPS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1071 | PA      | $1094.90      | 0.00%             | 2037-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN 900197        | CUSIP: 31410XDA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     87064 | PA      | $91181.36     | 0.12%             | 2036-10-01      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN 920847        | CUSIP: 31412CBQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    103179 | PA      | $107894.49    | 0.15%             | 2036-08-01      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN 964760        | CUSIP: 31414FJD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65044 | PA      | $66713.85     | 0.09%             | 2038-08-01      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN 995552        | CUSIP: 31416B5M6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9870 | PA      | $10165.40     | 0.01%             | 2035-05-01      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN 995008        | CUSIP: 31416BKV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27250 | PA      | $28088.94     | 0.04%             | 2036-10-01      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN 995269        | CUSIP: 31416BT24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13630 | PA      | $14192.75     | 0.02%             | 2035-07-01      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN 995949        | CUSIP: 31416CL61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7927 | PA      | $8171.69      | 0.01%             | 2036-09-01      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN AB5519        | CUSIP: 31417CDZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    181642 | PA      | $173070.07    | 0.23%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN AB5688        | CUSIP: 31417CKA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52324 | PA      | $49859.73     | 0.07%             | 2037-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN AB7016        | CUSIP: 31417DYN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    234582 | PA      | $229077.95    | 0.31%             | 2042-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                | FN AB9096        | CUSIP: 31417GDA1<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |     97943 | PA      | $95672.80     | 0.13%             | 2043-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN AC2472        | CUSIP: 31417LXA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34318 | PA      | $35094.67     | 0.05%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                | FN MA1404        | CUSIP: 31418AR26<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |    324456 | PA      | $309140.83    | 0.42%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN MA3536        | CUSIP: 31418C4W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    181660 | PA      | $175348.47    | 0.24%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FN MA4562        | CUSIP: 31418EB82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2590205 | PA      | $2105282.07   | 2.86%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN AD0541        | CUSIP: 31418MS78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    217850 | PA      | $224876.14    | 0.31%             | 2033-11-01      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN AD0959        | CUSIP: 31418NB58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     61890 | PA      | $63228.50     | 0.09%             | 2037-07-01      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN AE0870        | CUSIP: 31419A6G7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29406 | PA      | $30313.44     | 0.04%             | 2036-11-01      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 765229        | CUSIP: 36176F4N5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3709 | PA      | $3642.55      | 0.00%             | 2062-11-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 766556        | CUSIP: 36176HMD3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       924 | PA      | $914.50       | 0.00%             | 2062-08-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 773437        | CUSIP: 36176RBE1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1299 | PA      | $1286.28      | 0.00%             | 2062-02-20      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 777432        | CUSIP: 36176VPR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6721 | PA      | $6703.29      | 0.01%             | 2062-10-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 AE9606        | CUSIP: 36181DU79<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9870 | PA      | $9974.96      | 0.01%             | 2064-08-20      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 AG8190        | CUSIP: 36182DC37<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       298 | PA      | $301.50       | 0.00%             | 2064-09-20      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 AG8209        | CUSIP: 36182DDN2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3023 | PA      | $3041.44      | 0.00%             | 2064-10-20      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 AG8275        | CUSIP: 36182DFQ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       798 | PA      | $810.03       | 0.00%             | 2065-03-20      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 891616        | CUSIP: 36208AZR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9683 | PA      | $9811.35      | 0.01%             | 2058-06-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 899072        | CUSIP: 3620E02E5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     46626 | PA      | $47432.47     | 0.06%             | 2062-10-20      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 898433        | CUSIP: 3620E05W2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14719 | PA      | $15182.64     | 0.02%             | 2063-01-20      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 899633        | CUSIP: 3620E06X9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    242073 | PA      | $247825.24    | 0.34%             | 2063-01-20      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 894704        | CUSIP: 3620E0QF6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5141 | PA      | $5169.47      | 0.01%             | 2061-10-20      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 897906        | CUSIP: 3620E0VW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     49610 | PA      | $49982.81     | 0.07%             | 2062-06-20      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 896363        | CUSIP: 3620E0W69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    158018 | PA      | $158915.87    | 0.22%             | 2062-07-20      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 899765        | CUSIP: 3620E1AJ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    112510 | PA      | $115117.55    | 0.16%             | 2063-02-20      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 898436        | CUSIP: 3620E1AM6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     30818 | PA      | $31587.55     | 0.04%             | 2063-02-20      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 899651        | CUSIP: 3620E1AW4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     51028 | PA      | $52058.28     | 0.07%             | 2063-02-20      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 899650        | CUSIP: 3620E1AY0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    118533 | PA      | $120456.01    | 0.16%             | 2063-02-20      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 759745        | CUSIP: 36230UZJ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2129 | PA      | $2137.96      | 0.00%             | 2062-05-20      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 710065        | CUSIP: 36297EZ65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14777 | PA      | $14808.18     | 0.02%             | 2061-02-20      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GNR 2003-72 Z    | CUSIP: 38374BQR7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     19337 | PA      | $19296.81     | 0.03%             | 2045-11-16      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GNR 2014-H12 HZ  | CUSIP: 38375UJX9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    113940 | PA      | $112161.99    | 0.15%             | 2064-06-20      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GNR 2015-H09 HA  | CUSIP: 38375UWF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |       521 | PA      | $471.77       | 0.00%             | 2065-03-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GNR 2020-H04 FP  | CUSIP: 38380L2S1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1505692 | PA      | $1506373.42   | 2.04%             | 2069-06-20      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GNR 2018-H16 FA  | CUSIP: 38380LKR3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1687273 | PA      | $1684288.61   | 2.29%             | 2068-09-20      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GNR 2020-H02 FG  | CUSIP: 38380LU50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   2190095 | PA      | $2192115.01   | 2.98%             | 2070-01-20      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                           | B 01/08/26       | CUSIP: 912797RH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1865000 | PA      | $1863920.37   | 2.53%             | 2026-01-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                           | B 02/05/26       | CUSIP: 912797RL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2813000 | PA      | $2803601.18   | 3.81%             | 2026-02-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                           | B 01/13/26       | CUSIP: 912797SF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1273000 | PA      | $1271637.14   | 1.73%             | 2026-01-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 4 1/8 11/15/32 | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3420000 | PA      | $3464820.71   | 4.70%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 3 5/8 03/31/28 | CUSIP: 91282CGT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    270000 | PA      | $270801.56    | 0.37%             | 2028-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 4 1/8 06/15/26 | CUSIP: 91282CHH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1002892.69   | 1.36%             | 2026-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 4 5/8 11/15/26 | CUSIP: 91282CJK8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    815000 | PA      | $822360.02    | 1.12%             | 2026-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 4 01/31/29     | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2190000 | PA      | $2219171.48   | 3.01%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 4 1/2 03/31/26 | CUSIP: 91282CKH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    495000 | PA      | $496074.21    | 0.67%             | 2026-03-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 4 7/8 05/31/26 | CUSIP: 91282CKS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    205000 | PA      | $206083.78    | 0.28%             | 2026-05-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 3 7/8 08/15/34 | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1411000 | PA      | $1392287.71   | 1.89%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 3 3/4 08/31/26 | CUSIP: 91282CLH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    870000 | PA      | $870994.15    | 1.18%             | 2026-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 3 1/2 09/30/26 | CUSIP: 91282CLP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    430000 | PA      | $429718.81    | 0.58%             | 2026-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 4 1/8 10/31/26 | CUSIP: 91282CLS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    810000 | PA      | $813533.48    | 1.10%             | 2026-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 4 1/4 11/15/34 | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1545000 | PA      | $1564674.62   | 2.12%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 4 1/4 11/30/26 | CUSIP: 91282CLY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    480000 | PA      | $482990.32    | 0.66%             | 2026-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 4 1/4 12/31/26 | CUSIP: 91282CME8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    555000 | PA      | $558934.73    | 0.76%             | 2026-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 4 1/8 01/31/27 | CUSIP: 91282CMH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    595000 | PA      | $598800.10    | 0.81%             | 2027-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 4 5/8 02/15/35 | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    720000 | PA      | $749039.06    | 1.02%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 4 1/8 02/28/27 | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    185000 | PA      | $186279.10    | 0.25%             | 2027-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 3 7/8 03/31/27 | CUSIP: 91282CMV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $301347.66    | 0.41%             | 2027-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 3 3/4 04/30/27 | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    480000 | PA      | $481584.37    | 0.65%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 4 1/4 05/15/35 | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    555000 | PA      | $560940.23    | 0.76%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 3 7/8 05/31/27 | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    965000 | PA      | $970088.87    | 1.32%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 3 7/8 07/31/27 | CUSIP: 91282CNP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    810000 | PA      | $814872.65    | 1.11%             | 2027-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 4 1/4 08/15/35 | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    275000 | PA      | $277621.09    | 0.38%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 3 5/8 08/31/27 | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    565000 | PA      | $566346.29    | 0.77%             | 2027-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 3 1/2 09/30/27 | CUSIP: 91282CPB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    684000 | PA      | $684267.18    | 0.93%             | 2027-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 3 1/2 10/31/27 | CUSIP: 91282CPE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    372000 | PA      | $372152.58    | 0.51%             | 2027-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 4 11/15/35     | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    749000 | PA      | $739930.07    | 1.00%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 3 3/8 11/30/27 | CUSIP: 91282CPL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    709000 | PA      | $707753.71    | 0.96%             | 2027-11-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 3 1/2 11/30/30 | CUSIP: 91282CPN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |         0 | PA      | $0.00         | 0.00%             | 2030-11-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 3 5/8 12/31/30 | CUSIP: 91282CPR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    486000 | PA      | $484196.48    | 0.66%             | 2030-12-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 3 3/8 12/31/27 | CUSIP: 91282CPS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4236000 | PA      | $4228471.19   | 5.74%             | 2027-12-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-28

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

**Signature:** James Colantino

**Name of Signer:** James Colantino

**Title:** Treasurer