LoCorr Macro Strategies Fund

Fund Profile

Fund profile

Tickers

LFMAX, LFMCX, LFMIX

Fund manager

LoCorr Investment Trust

Total assets

$1.65 bn

Liabilities

$16.93 mm

Net assets

$1.63 bn

Number of holdings

479.00

Top 200 of 479 Holdings

As of Sep 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
United States Treasury Note/Bond	136.95 mm	135.43 mm principal	8.39	Debt	Long	USA
United States Treasury Note/Bond	97.56 mm	97.04 mm principal	5.98	Debt	Long	USA
United States Treasury Note/Bond	88.56 mm	86.21 mm principal	5.43	Debt	Long	USA
United States Treasury Note/Bond	87.96 mm	84.29 mm principal	5.39	Debt	Long	USA
United States Treasury Note/Bond	46.97 mm	45.99 mm principal	2.88	Debt	Long	USA
United States Treasury Note/Bond	44.32 mm	46.12 mm principal	2.72	Debt	Long	USA
US BANK MMDA - USBGFS 9	43.68 mm	43.68 mm shares	2.68	Short-term investment vehicle	Long	USA
United States Treasury Note/Bond	35.38 mm	34.90 mm principal	2.17	Debt	Long	USA
Federal National Mortgage Association	31.71 mm	34.51 mm principal	1.94	Debt	Long	USA
United States Treasury Note/Bond	30.69 mm	33.49 mm principal	1.88	Debt	Long	USA
Federal Farm Credit Banks Funding Corp	30.36 mm	29.84 mm principal	1.86	Debt	Long	USA
United States Treasury Note/Bond	27.41 mm	27.24 mm principal	1.68	Debt	Long	USA
United States Treasury Note/Bond	26.78 mm	26.74 mm principal	1.64	Debt	Long	USA
Federal National Mortgage Association	25.89 mm	26.84 mm principal	1.59	Debt	Long	USA
Federal Farm Credit Banks Funding Corp	20.85 mm	20.63 mm principal	1.28	Debt	Long	USA
United States Treasury Note/Bond	16.12 mm	15.99 mm principal	0.99	Debt	Long	USA
United States Treasury Note/Bond	15.80 mm	16.59 mm principal	0.97	Debt	Long	USA
Federal Home Loan Banks	15.15 mm	14.75 mm principal	0.93	Debt	Long	USA
United States Treasury Note/Bond	14.31 mm	14.89 mm principal	0.88	Debt	Long	USA
GM Financial Automobile Leasing Trust 2024-2	13.07 mm	12.82 mm principal	0.80	ABS-other	Long	USA
Bank of America Corp	12.86 mm	12.23 mm principal	0.79	Debt	Long	USA
Federal Farm Credit Banks Funding Corp	12.08 mm	11.90 mm principal	0.74	Debt	Long	USA
Toyota Auto Receivables 2024-B Owner Trust	11.92 mm	11.65 mm principal	0.73	ABS-other	Long	USA
Bank of America NA	11.59 mm	11.29 mm principal	0.71	Debt	Long	USA
JPMorgan Chase & Co	11.05 mm	10.74 mm principal	0.68	Debt	Long	USA
Federal Home Loan Banks	10.21 mm	11.16 mm principal	0.63	Debt	Long	USA
American Express Credit Account Master Trust	9.62 mm	9.35 mm principal	0.59	ABS-other	Long	USA
Goldman Sachs Group Inc/The	9.19 mm	9.12 mm principal	0.56	Debt	Long	USA
Bank of America Corp	8.62 mm	8.61 mm principal	0.53	Debt	Long	USA
Freddie Mac STACR REMIC Trust 2022-DNA5	8.39 mm	7.82 mm principal	0.51	ABS-mortgage backed security	Long	USA
Morgan Stanley Bank NA	8.32 mm	8.20 mm principal	0.51	Debt	Long	USA
Ford Credit Auto Owner Trust 2024-C	8.08 mm	8.07 mm principal	0.49	ABS-other	Long	USA
Wells Fargo & Co	7.95 mm	7.65 mm principal	0.49	Debt	Long	USA
Toyota Lease Owner Trust 2024-A	7.76 mm	7.65 mm principal	0.48	ABS-other	Long	USA
BBCMS Mortgage Trust 2023-C19	7.30 mm	7.14 mm principal	0.45	ABS-mortgage backed security	Long	USA
World Omni Automobile Lease Securitization Trust 2024-A	6.85 mm	6.72 mm principal	0.42	ABS-other	Long	USA
Federal Home Loan Banks	6.79 mm	7.10 mm principal	0.42	Debt	Long	USA
AerCap Ireland Capital DAC / AerCap Global Aviation Trust	6.60 mm	6.38 mm principal	0.40	Debt	Long	Ireland
Morgan Stanley	6.50 mm	6.33 mm principal	0.40	Debt	Long	USA
Connecticut Avenue Securities Trust 2022-R08	6.45 mm	6.11 mm principal	0.40	ABS-mortgage backed security	Long	USA
Pfizer Investment Enterprises Pte Ltd	6.07 mm	5.99 mm principal	0.37	Debt	Long	Singapore
ET Energy Transfer LP	6.03 mm	5.83 mm principal	0.37	Debt	Long	USA
BX Commercial Mortgage Trust 2021-CIP	5.95 mm	6.00 mm principal	0.36	ABS-mortgage backed security	Long	USA
GS Mortgage Securities Corp Trust 2021-ARDN	5.94 mm	6.00 mm principal	0.36	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association	5.92 mm	6.05 mm principal	0.36	Debt	Long	USA
CVS CVS Health Corporation	5.78 mm	5.93 mm principal	0.35	Debt	Long	USA
PKHL Commercial Mortgage Trust 2021-MF	5.49 mm	5.75 mm principal	0.34	ABS-mortgage backed security	Long	USA
Freddie Mac STACR REMIC Trust 2023-DNA2	5.47 mm	5.21 mm principal	0.34	ABS-mortgage backed security	Long	USA
Freddie Mac STACR REMIC Trust 2022-DNA3	5.46 mm	5.28 mm principal	0.33	ABS-mortgage backed security	Long	USA
Haleon US Capital LLC	5.45 mm	5.56 mm principal	0.33	Debt	Long	USA
Taco Bell Funding LLC	5.40 mm	5.77 mm principal	0.33	ABS-other	Long	USA
ELP Commercial Mortgage Trust 2021-ELP	5.37 mm	5.39 mm principal	0.33	ABS-mortgage backed security	Long	USA
BofA Auto Trust 2024-1	5.34 mm	5.23 mm principal	0.33	ABS-other	Long	USA
Connecticut Avenue Securities Trust 2023-R02	5.27 mm	5.00 mm principal	0.32	ABS-mortgage backed security	Long	USA
GM Financial Consumer Automobile Receivables Trust 2024-2	5.27 mm	5.17 mm principal	0.32	ABS-other	Long	USA
Connecticut Avenue Securities Trust 2022-R03	5.26 mm	5.00 mm principal	0.32	ABS-mortgage backed security	Long	USA
Citigroup Commercial Mortgage Trust 2021-PRM2	5.22 mm	5.25 mm principal	0.32	ABS-mortgage backed security	Long	USA
GOLD 100 OZ FUTR Dec24	5.16 mm	490.00 contracts	0.32	Commodity derivative	N/A	USA
BA The Boeing Company	5.16 mm	5.45 mm principal	0.32	Debt	Long	USA
Citibank NA	5.05 mm	4.98 mm principal	0.31	Debt	Long	USA
MVW 2024-1 LLC	5.02 mm	4.92 mm principal	0.31	ABS-other	Long	USA
Ford Motor Credit Co LLC	4.84 mm	4.76 mm principal	0.30	Debt	Long	USA
General Motors Financial Co Inc	4.82 mm	4.82 mm principal	0.30	Debt	Long	USA
Volkswagen Auto Lease Trust 2024-A	4.82 mm	4.75 mm principal	0.30	ABS-other	Long	USA
Connecticut Avenue Securities Trust 2023-R01	4.72 mm	4.40 mm principal	0.29	ABS-mortgage backed security	Long	USA
Connecticut Avenue Securities Trust 2023-R04	4.71 mm	4.41 mm principal	0.29	ABS-mortgage backed security	Long	USA
T-Mobile USA Inc	4.67 mm	4.58 mm principal	0.29	Debt	Long	USA
Florida Power & Light Co	4.61 mm	4.56 mm principal	0.28	Debt	Long	USA
Connecticut Avenue Securities Trust 2022-R07	4.60 mm	4.26 mm principal	0.28	ABS-mortgage backed security	Long	USA
PFS Financing Corp	4.55 mm	4.44 mm principal	0.28	ABS-other	Long	USA
Toronto-Dominion Bank/The	4.53 mm	4.78 mm principal	0.28	Debt	Long	Canada
NYC Trust 2024-3ELV	4.52 mm	4.50 mm principal	0.28	ABS-mortgage backed security	Long	USA
Kite Realty Group LP	4.14 mm	4.20 mm principal	0.25	Debt	Long	USA
State of Hawaii	4.11 mm	4.22 mm principal	0.25	Debt	Long	USA
PFS Financing Corp	4.06 mm	4.00 mm principal	0.25	ABS-other	Long	USA
Hilton Grand Vacations Trust 2024-2	4.04 mm	3.95 mm principal	0.25	ABS-other	Long	USA
Georgia Power Co	3.97 mm	3.89 mm principal	0.24	Debt	Long	USA
AMGN Amgen Inc.	3.92 mm	3.81 mm principal	0.24	Debt	Long	USA
Ford Credit Auto Owner Trust 2024-A	3.89 mm	3.83 mm principal	0.24	ABS-other	Long	USA
Carvana Auto Receivables Trust 2022-P3	3.86 mm	3.86 mm principal	0.24	ABS-other	Long	USA
Tesla Auto Lease Trust 2024-A	3.83 mm	3.79 mm principal	0.23	ABS-other	Long	USA
BX Commercial Mortgage Trust 2021-XL2	3.81 mm	3.85 mm principal	0.23	ABS-mortgage backed security	Long	USA
Federal Farm Credit Banks Funding Corp	3.81 mm	3.73 mm principal	0.23	Debt	Long	USA
DB Master Finance LLC	3.78 mm	3.99 mm principal	0.23	ABS-other	Long	USA
GBP/USD FWD 20241218	3.72 mm	1.00 contracts	0.23	DFE	N/A	USA
Florida Power & Light Co	3.72 mm	3.61 mm principal	0.23	Debt	Long	USA
HANG SENG IDX FUT Oct24	3.70 mm	396.00 contracts	0.23	Equity derivative	N/A	Hong Kong
HON Honeywell International Inc.	3.68 mm	3.61 mm principal	0.23	Debt	Long	USA
VZ Verizon Communications Inc.	3.63 mm	3.89 mm principal	0.22	Debt	Long	USA
Air Lease Corp	3.62 mm	3.47 mm principal	0.22	Debt	Long	USA
ORLY O'Reilly Automotive, Inc.	3.57 mm	3.46 mm principal	0.22	Debt	Long	USA
Unilever Capital Corp	3.51 mm	3.48 mm principal	0.22	Debt	Long	USA
Connecticut Avenue Securities Trust 2022-R04	3.49 mm	3.35 mm principal	0.21	ABS-mortgage backed security	Long	USA
T AT&T Inc.	3.48 mm	3.64 mm principal	0.21	Debt	Long	USA
Honda Auto Receivables 2024-1 Owner Trust	3.47 mm	3.41 mm principal	0.21	ABS-other	Long	USA
GCT Commercial Mortgage Trust 2021-GCT	3.46 mm	3.85 mm principal	0.21	ABS-mortgage backed security	Long	USA
HCA Inc	3.44 mm	3.54 mm principal	0.21	Debt	Long	USA
BLP Commercial Mortgage Trust 2024-IND2	3.42 mm	3.44 mm principal	0.21	ABS-mortgage backed security	Long	USA
Prologis Targeted US Logistics Fund LP	3.41 mm	3.31 mm principal	0.21	Debt	Long	USA
Federation des Caisses Desjardins du Quebec	3.39 mm	3.28 mm principal	0.21	Debt	Long	Canada
BAX Baxter International Inc.	3.38 mm	3.40 mm principal	0.21	Debt	Long	USA
NRTH 2024-PARK Mortgage Trust	3.27 mm	3.27 mm principal	0.20	ABS-mortgage backed security	Long	USA
BX Commercial Mortgage Trust 2024-XL5	3.24 mm	3.24 mm principal	0.20	ABS-mortgage backed security	Long	USA
LHX L3Harris Technologies, Inc.	3.23 mm	3.15 mm principal	0.20	Debt	Long	USA
Credit Suisse Group AG	3.06 mm	2.94 mm principal	0.19	Debt	Long	Switzerland
PEP PepsiCo, Inc.	3.00 mm	2.93 mm principal	0.18	Debt	Long	USA
NatWest Markets PLC	2.99 mm	2.88 mm principal	0.18	Debt	Long	UK
HSBC HSBC Holdings plc	2.97 mm	2.82 mm principal	0.18	Debt	Long	UK
DAX INDEX FUTURE Dec24	2.96 mm	292.00 contracts	0.18	Equity derivative	N/A	Germany
MHC Commercial Mortgage Trust 2021-MHC	2.88 mm	2.89 mm principal	0.18	ABS-mortgage backed security	Long	USA
Virginia Power Fuel Securitization LLC	2.87 mm	2.83 mm principal	0.18	Debt	Long	USA
NSARO NSTAR Electric Company	2.87 mm	2.94 mm principal	0.18	Debt	Long	USA
Volkswagen Group of America Finance LLC	2.86 mm	2.98 mm principal	0.18	Debt	Long	USA
Alen 2021-ACEN Mortgage Trust	2.85 mm	3.15 mm principal	0.17	ABS-mortgage backed security	Long	USA
Freddie Mac STACR REMIC Trust 2022-DNA6	2.82 mm	2.67 mm principal	0.17	ABS-mortgage backed security	Long	USA
Freddie Mac STACR REMIC Trust 2022-DNA4	2.81 mm	2.69 mm principal	0.17	ABS-mortgage backed security	Long	USA
CNH Equipment Trust 2024-C	2.77 mm	2.78 mm principal	0.17	ABS-other	Long	USA
ENB Enbridge Inc.	2.72 mm	2.57 mm principal	0.17	Debt	Long	Canada
PM Philip Morris International Inc.	2.71 mm	2.66 mm principal	0.17	Debt	Long	USA
Freddie Mac STACR REMIC Trust 2023-HQA1	2.70 mm	2.56 mm principal	0.17	ABS-mortgage backed security	Long	USA
ING Groep NV	2.69 mm	2.70 mm principal	0.16	Debt	Long	Netherlands
Carvana Auto Receivables Trust 2021-P4	2.63 mm	2.67 mm principal	0.16	ABS-other	Long	USA
Toyota Auto Receivables 2022-C Owner Trust	2.60 mm	2.62 mm principal	0.16	ABS-other	Long	USA
Banco Santander SA	2.52 mm	2.54 mm principal	0.15	Debt	Long	Spain
HD The Home Depot, Inc.	2.47 mm	2.41 mm principal	0.15	Debt	Long	USA
Planet Fitness Master Issuer LLC	2.43 mm	2.50 mm principal	0.15	ABS-other	Long	USA
Wells Fargo Commercial Mortgage Trust 2015-NXS1	2.43 mm	2.45 mm principal	0.15	ABS-mortgage backed security	Long	USA
T-Mobile USA Inc	2.42 mm	2.38 mm principal	0.15	Debt	Long	USA
SYY Sysco Corporation	2.42 mm	2.48 mm principal	0.15	Debt	Long	USA
Warnermedia Holdings Inc	2.40 mm	2.48 mm principal	0.15	Debt	Long	USA
COFFEE 'C' FUTURE Dec24	2.30 mm	204.00 contracts	0.14	Commodity derivative	N/A	USA
CD 2017-CD6 Mortgage Trust	2.22 mm	2.30 mm principal	0.14	ABS-mortgage backed security	Long	USA
Freddie Mac STACR REMIC Trust 2023-DNA1	2.18 mm	2.09 mm principal	0.13	ABS-mortgage backed security	Long	USA
T-Mobile US Trust 2024-1	2.17 mm	2.14 mm principal	0.13	ABS-other	Long	USA
ORCL Oracle Corporation	2.16 mm	2.31 mm principal	0.13	Debt	Long	USA
LME COPPER FUTURE Dec24	2.14 mm	177.00 contracts	0.13	Commodity derivative	N/A	UK
Principal Life Global Funding II	2.04 mm	2.13 mm principal	0.12	Debt	Long	USA
Canadian Imperial Bank of Commerce	2.03 mm	2.07 mm principal	0.12	Debt	Long	Canada
Duke Energy Progress LLC	2.02 mm	2.08 mm principal	0.12	Debt	Long	USA
Equitable Financial Life Global Funding	2.02 mm	2.07 mm principal	0.12	Debt	Long	USA
GS The Goldman Sachs Group, Inc.	2.01 mm	1.87 mm principal	0.12	Debt	Long	USA
ENB Enbridge Inc.	1.99 mm	2.01 mm principal	0.12	Debt	Long	Canada
TX Trust 2024-HOU	1.98 mm	2.00 mm principal	0.12	ABS-mortgage backed security	Long	USA
ELP Commercial Mortgage Trust 2021-ELP	1.98 mm	2.00 mm principal	0.12	ABS-mortgage backed security	Long	USA
Williams Cos Inc/The	1.98 mm	1.95 mm principal	0.12	Debt	Long	USA
Toronto-Dominion Bank/The	1.98 mm	1.99 mm principal	0.12	Debt	Long	Canada
Brixmor Operating Partnership LP	1.94 mm	1.96 mm principal	0.12	Debt	Long	USA
UBS AG/Stamford CT	1.94 mm	1.90 mm principal	0.12	Debt	Long	Switzerland
GS Mortgage Securities Trust 2017-GS6	1.92 mm	2.00 mm principal	0.12	ABS-mortgage backed security	Long	USA
Toyota Auto Loan Extended Note Trust 2020-1	1.91 mm	1.95 mm principal	0.12	ABS-other	Long	USA
SMR 2022-IND Mortgage Trust	1.89 mm	1.92 mm principal	0.12	ABS-mortgage backed security	Long	USA
TXN Texas Instruments Incorporated	1.84 mm	1.81 mm principal	0.11	Debt	Long	USA
SOYBEAN FUTURE Nov24	1.75 mm	-480.00 contracts	0.11	Commodity derivative	N/A	USA
BX Trust 2022-VAMF	1.73 mm	1.75 mm principal	0.11	ABS-mortgage backed security	Long	USA
Brixmor Operating Partnership LP	1.72 mm	1.73 mm principal	0.11	Debt	Long	USA
ONNI Commerical Mortgage Trust 2024-APT	1.64 mm	1.60 mm principal	0.10	ABS-mortgage backed security	Long	USA
CORN FUTURE Dec24	1.60 mm	-1.02 k contracts	0.10	Commodity derivative	N/A	USA
South Bow USA Infrastructure Holdings LLC	1.59 mm	1.58 mm principal	0.10	Debt	Long	USA
HON Honeywell International Inc.	1.57 mm	1.52 mm principal	0.10	Debt	Long	USA
ABBV AbbVie Inc.	1.57 mm	1.53 mm principal	0.10	Debt	Long	USA
John Deere Capital Corp	1.55 mm	1.51 mm principal	0.10	Debt	Long	USA
GSCG Trust 2019-600C	1.54 mm	2.07 mm principal	0.09	ABS-mortgage backed security	Long	USA
United States Treasury Note/Bond	1.52 mm	1.50 mm principal	0.09	Debt	Long	USA
RTX Corp	1.45 mm	1.46 mm principal	0.09	Debt	Long	USA
American Homes 4 Rent LP	1.43 mm	1.42 mm principal	0.09	Debt	Long	USA
NTR Nutrien Ltd.	1.43 mm	1.41 mm principal	0.09	Debt	Long	Canada
ARES Commercial Mortgage Trust 2024-IND	1.42 mm	1.42 mm principal	0.09	ABS-mortgage backed security	Long	USA
S&P500 EMINI FUT Dec24	1.41 mm	422.00 contracts	0.09	Equity derivative	N/A	USA
Toyota Motor Credit Corp	1.40 mm	1.38 mm principal	0.09	Debt	Long	USA
Trane Technologies Financing Ltd	1.39 mm	1.41 mm principal	0.09	Debt	Long	Ireland
Amcor Group Finance PLC	1.39 mm	1.35 mm principal	0.09	Debt	Long	UK
DJIA MINI e-CBOT Dec24	1.39 mm	607.00 contracts	0.09	Equity derivative	N/A	USA
Deutsche Bank AG/New York NY	1.35 mm	1.34 mm principal	0.08	Debt	Long	Germany
LME PRI ALUM FUTR Dec24	1.34 mm	326.00 contracts	0.08	Commodity derivative	N/A	UK
Volkswagen Auto Loan Enhanced Trust 2021-1	1.33 mm	1.34 mm principal	0.08	ABS-other	Long	USA
Synchrony Card Funding LLC	1.33 mm	1.30 mm principal	0.08	ABS-other	Long	USA
Connecticut Avenue Securities Trust 2022-R06	1.32 mm	1.25 mm principal	0.08	ABS-mortgage backed security	Long	USA
Essex Portfolio LP	1.31 mm	1.44 mm principal	0.08	Debt	Long	USA
Navient Private Education Refi Loan Trust 2021-A	1.27 mm	1.40 mm principal	0.08	ABS-other	Long	USA
Astrazeneca Finance LLC	1.26 mm	1.24 mm principal	0.08	Debt	Long	USA
3MO EURO EURIBOR Dec25	1.25 mm	1.93 k contracts	0.08	Interest rate derivative	N/A	UK
Private Export Funding Corp	1.25 mm	1.25 mm principal	0.08	Debt	Long	USA
ORLY O'Reilly Automotive, Inc.	1.24 mm	1.25 mm principal	0.08	Debt	Long	USA
Ladder Capital Commercial Mortgage 2013-GCP Mortgage Trust	1.20 mm	1.26 mm principal	0.07	ABS-mortgage backed security	Long	USA
CarMax Auto Owner Trust 2021-4	1.20 mm	1.22 mm principal	0.07	ABS-other	Long	USA
Connecticut Avenue Securities Trust 2023-R05	1.14 mm	1.09 mm principal	0.07	ABS-mortgage backed security	Long	USA
Toyota Motor Credit Corp	1.14 mm	1.13 mm principal	0.07	Debt	Long	USA
UBS Group AG	1.13 mm	1.14 mm principal	0.07	Debt	Long	Switzerland
SoFi Professional Loan Program 2021-B Trust	1.12 mm	1.28 mm principal	0.07	ABS-other	Long	USA
GBP/USD FWD 20241016	1.09 mm	1.00 contracts	0.07	DFE	N/A	USA
MCR 2024-HTL Mortgage Trust	1.01 mm	1.01 mm principal	0.06	ABS-mortgage backed security	Long	USA
Freddie Mac Multifamily Structured Pass Through Certificates	998.91 k	1.01 mm principal	0.06	ABS-mortgage backed security	Long	USA
Metropolitan Life Global Funding I	998.41 k	975.00 k principal	0.06	Debt	Long	USA
GM Financial Consumer Automobile Receivables Trust 2021-3	990.22 k	999.59 k principal	0.06	ABS-other	Long	USA
FRESB 2016-SB23 Mortgage Trust	990.18 k	1.02 mm principal	0.06	ABS-mortgage backed security	Long	USA
MRO Marathon Oil Corp	989.87 k	955.00 k principal	0.06	Debt	Long	USA
Morgan Stanley Capital I Trust 2015-MS1	988.59 k	1.00 mm principal	0.06	ABS-mortgage backed security	Long	USA
CVS CVS Health Corporation	984.76 k	965.00 k principal	0.06	Debt	Long	USA
Benchmark 2018-B1 Mortgage Trust	972.30 k	1.00 mm principal	0.06	ABS-mortgage backed security	Long	USA
Elara HGV Timeshare Issuer 2021-A LLC	969.79 k	1.03 mm principal	0.06	ABS-other	Long	USA