# EDGAR Filing Document

**Accession Number:** 0001314414
**File Stem:** 0001752724-23-033331
**Filing Date:** 2023-2
**Character Count:** 6385
**Document Hash:** 3c40eaa221d1a8c5315fc293014ddc0a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-033331.hdr.sgml**: 20230222

**ACCESSION NUMBER**: 0001752724-23-033331

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230222

**DATE AS OF CHANGE**: 20230222

**PERIOD START**: 20230630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Northern Lights Fund Trust
- **CENTRAL INDEX KEY:** 0001314414
- **IRS NUMBER:** 043023766
- **FISCAL YEAR END:** 0430

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21720
- **FILM NUMBER:** 23652477

**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

### Altegris Futures Evolution Strategy Fund (Series ID: S000034148)

| Class ID   | Class Name                                             | Ticker Symbol   |
|:---|:---|:---|
| C000105241 | Altegris Futures Evolution Strategy Fund Class A Funds | EVOAX           |
| C000105242 | Altegris Futures Evolution Strategy Fund Class C Funds | EVOCX           |
| C000105243 | Altegris Futures Evolution Strategy Fund Class I Funds | EVOIX           |
| C000105244 | Altegris Futures Evolution Strategy Fund Class N Funds | EVONX           |

## 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:** Altegris Futures Evolution Strategy Fund

- **b. EDGAR series identifier (if any):** S000034148

- **c. LEI of Series:** 549300QS50K1YX3VUM61

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

- **a. Date of fiscal year-end:** 2023-06-30

- **b. Date as of which information is reported:** 2022-12-31

**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:** $90760637.07

**Total Liabilities:** $457644.78

**Net Assets:** $90302992.29

**Cash Not Reported:** $8424442.67

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000105244 | -0.62%               | -6.52%               | -0.08%               |
| Class ID C000105243 | -0.61%               | -6.56%               | -0.05%               |
| Class ID C000105241 | -0.62%               | -6.54%               | -0.07%               |
| Class ID C000105242 | -0.79%               | -6.49%               | -0.17%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-65007.23               | $-619064.94                                |
| Month 2  | $-929954.37              | $1475646.91                                |
| Month 3  | $-953324.91              | $1174019.31                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Doubleline Fds Tr | DOUBLELINE LOW DUR BOND-I | CUSIP: 258620863<br>LEI: 549300MUFFXFRMY0RH66 | Long             | EC               | RF                | US        |   6589885 | NS      | $61813118.38  | 68.45%            |  |  |  | No            |                  1 | On Loan: No      |
| Oas S.A.          | OAS SA-CW39               | CUSIP: P7331H100<br>LEI: 549300O0M58XBX4UN158 | Long             | DO               | CORP              | BR        |     43904 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INVEPAR A-1       | INVPA 0 12/30/2028 CORP   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | BR        |     52619 | PA      | $0.00         | 0.00%             | 2028-12-30      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| NOMURA            | NOMURA CALL OPT 08/16/23  | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               |  | US        |     91343 | NC      | $8082872.27   | 8.95%             |  |  |  | Yes           |                  2 | On Loan: No      |
| NOMURA            | NOMURA CALL OPT 08/16/23  | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               |  | US        |     11026 | NC      | $4296318.29   | 4.76%             |  |  |  | Yes           |                  2 | On Loan: No      |
| NOMURA            | NOMURA CALL OPT 08/16/23  | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               |  | US        |     68597 | NC      | $7842821.53   | 8.69%             |  |  |  | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-27

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

**Signature:** James Colantino

**Name of Signer:** James Colantino

**Title:** Treasurer