LoCorr Hedged Core Fund

Fund Profile

Fund profile

Tickers

LHEAX, LHEIX

Fund manager

LoCorr Investment Trust

Total assets

$55.11 mm

Liabilities

$746.12 k

Net assets

$54.36 mm

Number of holdings

245.00

Top 200 of 245 Holdings

As of Sep 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
US BANK MMDA - USBGFS 9	19.70 mm	19.70 mm shares	36.23	Short-term investment vehicle	Long	USA
United States Treasury Note/Bond	6.22 mm	6.47 mm principal	11.44	Debt	Long	USA
United States Treasury Note/Bond	3.87 mm	4.02 mm principal	7.11	Debt	Long	USA
Galaxy Commodity-Polaris II Fund LLC	3.80 mm	4.39 k shares	7.00	Common equity	Long	USA
United States Treasury Note/Bond	3.04 mm	2.92 mm principal	5.60	Debt	Long	USA
United States Treasury Note/Bond	1.75 mm	1.75 mm principal	3.22	Debt	Long	USA
Federal Home Loan Banks	505.18 k	500.00 k principal	0.93	Debt	Long	USA
Federal Home Loan Banks	431.12 k	425.00 k principal	0.79	Debt	Long	USA
Federal Farm Credit Banks Funding Corp	423.51 k	425.00 k principal	0.78	Debt	Long	USA
Federal Farm Credit Banks Funding Corp	400.88 k	400.00 k principal	0.74	Debt	Long	USA
Bank of America Corp	273.47 k	260.00 k principal	0.50	Debt	Long	USA
Bank of America NA	256.67 k	250.00 k principal	0.47	Debt	Long	USA
BofA Auto Trust 2024-1	255.29 k	250.00 k principal	0.47	ABS-other	Long	USA
Federal Home Loan Banks	254.37 k	250.00 k principal	0.47	Debt	Long	USA
Toyota Lease Owner Trust 2024-A	253.52 k	250.00 k principal	0.47	ABS-other	Long	USA
World Omni Auto Receivables Trust 2024-A	253.01 k	250.00 k principal	0.47	ABS-other	Long	USA
Ford Credit Auto Owner Trust 2024-C	250.00 k	250.00 k principal	0.46	ABS-other	Long	USA
GM Financial Automobile Leasing Trust 2024-3	249.87 k	250.00 k principal	0.46	ABS-other	Long	USA
Capital One Multi-Asset Execution Trust	249.86 k	250.00 k principal	0.46	ABS-other	Long	USA
Federal Home Loan Banks	249.70 k	250.00 k principal	0.46	Debt	Long	USA
CNH Equipment Trust 2024-C	249.43 k	250.00 k principal	0.46	ABS-other	Long	USA
Federal National Mortgage Association	241.18 k	250.00 k principal	0.44	Debt	Long	USA
JPMorgan Chase & Co	236.56 k	230.00 k principal	0.44	Debt	Long	USA
Goldman Sachs Group Inc/The	196.71 k	195.00 k principal	0.36	Debt	Long	USA
Bank of America Corp	180.23 k	180.00 k principal	0.33	Debt	Long	USA
Morgan Stanley Bank NA	167.45 k	165.00 k principal	0.31	Debt	Long	USA
Wells Fargo & Co	161.19 k	155.00 k principal	0.30	Debt	Long	USA
AerCap Ireland Capital DAC / AerCap Global Aviation Trust	155.28 k	150.00 k principal	0.29	Debt	Long	Ireland
Morgan Stanley	133.55 k	130.00 k principal	0.25	Debt	Long	USA
Pfizer Investment Enterprises Pte Ltd	131.87 k	130.00 k principal	0.24	Debt	Long	Singapore
ET Energy Transfer LP	129.39 k	125.00 k principal	0.24	Debt	Long	USA
CVS CVS Health Corporation	121.96 k	125.00 k principal	0.22	Debt	Long	USA
Haleon US Capital LLC	112.91 k	115.00 k principal	0.21	Debt	Long	USA
BA The Boeing Company	104.17 k	110.00 k principal	0.19	Debt	Long	USA
Ford Motor Credit Co LLC	101.81 k	100.00 k principal	0.19	Debt	Long	USA
Citibank NA	101.47 k	100.00 k principal	0.19	Debt	Long	USA
T-Mobile USA Inc	96.95 k	95.00 k principal	0.18	Debt	Long	USA
Florida Power & Light Co	96.09 k	95.00 k principal	0.18	Debt	Long	USA
HANG SENG IDX FUT Oct24	95.98 k	9.00 contracts	0.18	Equity derivative	N/A	Hong Kong
Toronto-Dominion Bank/The	94.88 k	100.00 k principal	0.17	Debt	Long	Canada
Kite Realty Group LP	88.74 k	90.00 k principal	0.16	Debt	Long	USA
Georgia Power Co	86.84 k	85.00 k principal	0.16	Debt	Long	USA
Florida Power & Light Co	82.53 k	80.00 k principal	0.15	Debt	Long	USA
AMGN Amgen Inc.	82.38 k	80.00 k principal	0.15	Debt	Long	USA
Unilever Capital Corp	75.73 k	75.00 k principal	0.14	Debt	Long	USA
VZ Verizon Communications Inc.	74.61 k	80.00 k principal	0.14	Debt	Long	USA
BAX Baxter International Inc.	74.50 k	75.00 k principal	0.14	Debt	Long	USA
HCA Inc	72.88 k	75.00 k principal	0.13	Debt	Long	USA
ORLY O'Reilly Automotive, Inc.	72.16 k	70.00 k principal	0.13	Debt	Long	USA
Prologis Targeted US Logistics Fund LP	72.06 k	70.00 k principal	0.13	Debt	Long	USA
T AT&T Inc.	71.60 k	75.00 k principal	0.13	Debt	Long	USA
Air Lease Corp	67.75 k	65.00 k principal	0.12	Debt	Long	USA
Federation des Caisses Desjardins du Quebec	67.16 k	65.00 k principal	0.12	Debt	Long	Canada
Toyota Motor Credit Corp	65.83 k	65.00 k principal	0.12	Debt	Long	USA
GOLD 100 OZ FUTR Dec24	65.79 k	10.00 contracts	0.12	Commodity derivative	N/A	USA
HSBC HSBC Holdings plc	63.14 k	60.00 k principal	0.12	Debt	Long	UK
Volkswagen Group of America Finance LLC	62.57 k	65.00 k principal	0.12	Debt	Long	USA
Credit Suisse Group AG	62.45 k	60.00 k principal	0.11	Debt	Long	Switzerland
NatWest Markets PLC	62.37 k	60.00 k principal	0.11	Debt	Long	UK
LHX L3Harris Technologies, Inc.	61.57 k	60.00 k principal	0.11	Debt	Long	USA
PEP PepsiCo, Inc.	61.53 k	60.00 k principal	0.11	Debt	Long	USA
NSARO NSTAR Electric Company	58.63 k	60.00 k principal	0.11	Debt	Long	USA
ENB Enbridge Inc.	58.38 k	55.00 k principal	0.11	Debt	Long	Canada
PM Philip Morris International Inc.	56.19 k	55.00 k principal	0.10	Debt	Long	USA
DAX INDEX FUTURE Dec24	55.26 k	5.00 contracts	0.10	Equity derivative	N/A	Germany
GBP/USD FWD 20241218	55.11 k	1.00 contracts	0.10	DFE	N/A	USA
SYY Sysco Corporation	53.57 k	55.00 k principal	0.10	Debt	Long	USA
HD The Home Depot, Inc.	51.28 k	50.00 k principal	0.09	Debt	Long	USA
T-Mobile USA Inc	50.91 k	50.00 k principal	0.09	Debt	Long	USA
Principal Life Global Funding II	47.83 k	50.00 k principal	0.09	Debt	Long	USA
ORCL Oracle Corporation	46.94 k	50.00 k principal	0.09	Debt	Long	USA
Canadian Imperial Bank of Commerce	44.20 k	45.00 k principal	0.08	Debt	Long	Canada
Equitable Financial Life Global Funding	43.88 k	45.00 k principal	0.08	Debt	Long	USA
Duke Energy Progress LLC	43.79 k	45.00 k principal	0.08	Debt	Long	USA
Warnermedia Holdings Inc	43.50 k	45.00 k principal	0.08	Debt	Long	USA
GS The Goldman Sachs Group, Inc.	43.04 k	40.00 k principal	0.08	Debt	Long	USA
Williams Cos Inc/The	40.61 k	40.00 k principal	0.07	Debt	Long	USA
Toronto-Dominion Bank/The	39.78 k	40.00 k principal	0.07	Debt	Long	Canada
Brixmor Operating Partnership LP	39.77 k	40.00 k principal	0.07	Debt	Long	USA
Brixmor Operating Partnership LP	39.77 k	40.00 k principal	0.07	Debt	Long	USA
ENB Enbridge Inc.	39.63 k	40.00 k principal	0.07	Debt	Long	Canada
HON Honeywell International Inc.	36.25 k	35.00 k principal	0.07	Debt	Long	USA
ABBV AbbVie Inc.	36.00 k	35.00 k principal	0.07	Debt	Long	USA
TXN Texas Instruments Incorporated	35.55 k	35.00 k principal	0.07	Debt	Long	USA
COFFEE 'C' FUTURE Dec24	35.37 k	3.00 contracts	0.07	Commodity derivative	N/A	USA
South Bow USA Infrastructure Holdings LLC	35.26 k	35.00 k principal	0.06	Debt	Long	USA
S&P500 EMINI FUT Dec24	34.20 k	10.00 contracts	0.06	Equity derivative	N/A	USA
Amcor Group Finance PLC	31.07 k	30.00 k principal	0.06	Debt	Long	UK
John Deere Capital Corp	30.98 k	30.00 k principal	0.06	Debt	Long	USA
NTR Nutrien Ltd.	30.58 k	30.00 k principal	0.06	Debt	Long	Canada
Astrazeneca Finance LLC	30.57 k	30.00 k principal	0.06	Debt	Long	USA
American Homes 4 Rent LP	30.40 k	30.00 k principal	0.06	Debt	Long	USA
Deutsche Bank AG/New York NY	30.15 k	30.00 k principal	0.06	Debt	Long	Germany
RTX Corp	29.91 k	30.00 k principal	0.06	Debt	Long	USA
Trane Technologies Financing Ltd	29.65 k	30.00 k principal	0.05	Debt	Long	Ireland
Essex Portfolio LP	27.47 k	30.00 k principal	0.05	Debt	Long	USA
LME COPPER FUTURE Dec24	27.16 k	2.00 contracts	0.05	Commodity derivative	N/A	UK
ORLY O'Reilly Automotive, Inc.	24.78 k	25.00 k principal	0.05	Debt	Long	USA
DJIA MINI e-CBOT Dec24	23.87 k	11.00 contracts	0.04	Equity derivative	N/A	USA
MRO Marathon Oil Corp	20.73 k	20.00 k principal	0.04	Debt	Long	USA
Metropolitan Life Global Funding I	20.48 k	20.00 k principal	0.04	Debt	Long	USA
CVS CVS Health Corporation	20.41 k	20.00 k principal	0.04	Debt	Long	USA
Southern California Edison Co	19.17 k	20.00 k principal	0.04	Debt	Long	USA
3MO EURO EURIBOR Dec25	17.29 k	32.00 contracts	0.03	Interest rate derivative	N/A	UK
Charter Communications Operating LLC / Charter Communications Operating Capital	14.98 k	15.00 k principal	0.03	Debt	Long	USA
EURO STOXX 50 Dec24	14.73 k	31.00 contracts	0.03	Equity derivative	N/A	Germany
LME PRI ALUM FUTR Dec24	13.56 k	3.00 contracts	0.02	Commodity derivative	N/A	UK
AUDUSD Crncy Fut Dec24	11.90 k	15.00 contracts	0.02	DFE	N/A	USA
JPY/USD FWD 20241016	9.77 k	1.00 contracts	0.02	DFE	N/A	USA
CAN 10YR BOND FUT Dec24	9.25 k	15.00 contracts	0.02	Interest rate derivative	N/A	Canada
EURO-SCHATZ FUT Dec24	9.12 k	44.00 contracts	0.02	Interest rate derivative	N/A	Germany
LME ZINC FUTURE Dec24	8.57 k	1.00 contracts	0.02	Commodity derivative	N/A	UK
NZD/USD FWD 20241218	7.70 k	1.00 contracts	0.01	DFE	N/A	USA
JPY/USD FWD 20241218	7.69 k	1.00 contracts	0.01	DFE	N/A	USA
AUD/USD FWD 20241218	7.01 k	1.00 contracts	0.01	DFE	N/A	USA
COPPER FUTURE Dec24	6.70 k	2.00 contracts	0.01	Commodity derivative	N/A	USA
NIKKEI 225 (OSE) Dec24	6.61 k	1.00 contracts	0.01	Equity derivative	N/A	Japan
FTSE CHINA A50 Oct24	6.61 k	5.00 contracts	0.01	Equity derivative	N/A	Singapore
EUR/USD FWD 20241218	6.56 k	1.00 contracts	0.01	DFE	N/A	USA
BRL/USD FWD 20241016	6.50 k	1.00 contracts	0.01	DFE	N/A	USA
US 2YR NOTE (CBT) Dec24	6.09 k	49.00 contracts	0.01	Interest rate derivative	N/A	USA
GBP/USD FWD 20241016	6.00 k	1.00 contracts	0.01	DFE	N/A	USA
EURO-BUND FUTURE Dec24	5.99 k	17.00 contracts	0.01	Interest rate derivative	N/A	Germany
BP CURRENCY FUT Dec24	3.99 k	6.00 contracts	0.01	DFE	N/A	USA
EURO-BOBL FUTURE Dec24	3.85 k	15.00 contracts	0.01	Interest rate derivative	N/A	Germany
3 MONTH SOFR FUT Dec25	3.40 k	63.00 contracts	0.01	Interest rate derivative	N/A	USA
NZD/USD FWD 20241016	3.34 k	1.00 contracts	0.01	DFE	N/A	USA
AUD/USD FWD 20241016	3.24 k	1.00 contracts	0.01	DFE	N/A	USA
E-Mini Russ 2000 Dec24	3.21 k	5.00 contracts	0.01	Equity derivative	N/A	USA
GASOLINE RBOB FUT Nov24	3.03 k	-3.00 contracts	0.01	Commodity derivative	N/A	USA
Euro-BTP Future Dec24	2.55 k	5.00 contracts	0.00	Interest rate derivative	N/A	Germany
NATURAL GAS FUTR Nov24	2.46 k	2.00 contracts	0.00	Commodity derivative	N/A	USA
CHF/USD FWD 20241016	2.30 k	1.00 contracts	0.00	DFE	N/A	USA
CHF/USD FWD 20241016	2.21 k	1.00 contracts	0.00	DFE	N/A	USA
CAD/USD FWD 20241218	1.93 k	1.00 contracts	0.00	DFE	N/A	USA
3MO EURO EURIBOR Jun25	1.88 k	5.00 contracts	0.00	Interest rate derivative	N/A	UK
3MO EURO EURIBOR Sep25	1.82 k	5.00 contracts	0.00	Interest rate derivative	N/A	UK
SOYBEAN MEAL FUTR Dec24	1.59 k	5.00 contracts	0.00	Commodity derivative	N/A	USA
3 MONTH SOFR FUT Jun25	1.57 k	6.00 contracts	0.00	Interest rate derivative	N/A	USA
SEK/USD FWD 20241016	1.56 k	1.00 contracts	0.00	DFE	N/A	USA
3MO EURO EURIBOR Mar26	1.52 k	5.00 contracts	0.00	Interest rate derivative	N/A	UK
NOK/USD FWD 20241016	1.49 k	1.00 contracts	0.00	DFE	N/A	USA
USD/ZAR FWD 20241016	1.46 k	1.00 contracts	0.00	DFE	N/A	USA
CLP/USD FWD 20241016	1.37 k	1.00 contracts	0.00	DFE	N/A	USA
EUR/USD FWD 20241016	1.24 k	1.00 contracts	0.00	DFE	N/A	USA
KRW/USD FWD 20241016	1.23 k	1.00 contracts	0.00	DFE	N/A	USA
LONG GILT FUTURE Dec24	1.20 k	-2.00 contracts	0.00	Interest rate derivative	N/A	UK
SGD/USD FWD 20241016	1.11 k	1.00 contracts	0.00	DFE	N/A	USA
JPN YEN CURR FUT Dec24	1.05 k	-2.00 contracts	0.00	DFE	N/A	USA
3MO EURO EURIBOR Jun26	875.51	4.00 contracts	0.00	Interest rate derivative	N/A	UK
EUR/USD FWD 20241016	826.78	1.00 contracts	0.00	DFE	N/A	USA
ICE 3MTH SONIA FU Dec25	664.05	4.00 contracts	0.00	Interest rate derivative	N/A	UK
AUST 3YR BOND FUT Dec24	606.35	-6.00 contracts	0.00	Interest rate derivative	N/A	Australia
BRENT CRUDE FUTR Dec24	565.29	-4.00 contracts	0.00	Commodity derivative	N/A	UK
EURO FX CURR FUT Dec24	529.38	-1.00 contracts	0.00	DFE	N/A	USA
EURO-BUND FUTURE Dec24	510.98	-2.00 contracts	0.00	Interest rate derivative	N/A	Germany
PLN/USD FWD 20241016	416.45	1.00 contracts	0.00	DFE	N/A	USA
NEW ZEALAND $ FUT Dec24	370.26	2.00 contracts	0.00	DFE	N/A	USA
CORN FUTURE Dec24	359.63	1.00 contracts	0.00	Commodity derivative	N/A	USA
INR/USD FWD 20241016	220.56	1.00 contracts	0.00	DFE	N/A	USA
Euro-BTP Future Dec24	107.12	-1.00 contracts	0.00	Interest rate derivative	N/A	Germany
INR/USD FWD 20241016	29.79	1.00 contracts	0.00	DFE	N/A	USA
SEK/USD FWD 20241120 DEUTSCHE BANK SECURITIES INC.	28.29	1.00 contracts	0.00	DFE	N/A	USA
MXN/USD FWD 20241016	13.26	1.00 contracts	0.00	DFE	N/A	USA
PLN/USD FWD 20241016	-35.64	1.00 contracts	-0.00	DFE	N/A	USA
CHF/USD FWD 20241218	-43.09	1.00 contracts	-0.00	DFE	N/A	USA
CHF/USD FWD 20241218	-54.70	1.00 contracts	-0.00	DFE	N/A	USA
MXN/USD FWD 20241218	-101.44	1.00 contracts	-0.00	DFE	N/A	USA
MSCI SING IX ETS Oct24	-145.83	4.00 contracts	-0.00	Equity derivative	N/A	Singapore
ICE 3MTH SONIA FU Sep25	-153.17	3.00 contracts	-0.00	Interest rate derivative	N/A	UK
JPY/USD FWD 20241218	-179.84	1.00 contracts	-0.00	DFE	N/A	USA
ILS/USD FWD 20241016	-238.78	1.00 contracts	-0.00	DFE	N/A	USA
Euro-OAT Future Dec24	-290.40	2.00 contracts	-0.00	Interest rate derivative	N/A	Germany
EUR/USD FWD 20241218	-331.84	1.00 contracts	-0.00	DFE	N/A	USA
CAD/USD FWD 20241016	-355.32	1.00 contracts	-0.00	DFE	N/A	USA
C$ CURRENCY FUT Dec24	-470.69	-3.00 contracts	-0.00	DFE	N/A	USA
SEK/USD FWD 20241016	-551.88	1.00 contracts	-0.00	DFE	N/A	USA
EURO-BUXL 30Y BND Dec24	-623.85	1.00 contracts	-0.00	Interest rate derivative	N/A	Germany
COPPER FUTURE Dec24	-646.88	-4.00 contracts	-0.00	Commodity derivative	N/A	USA
EURO-SCHATZ FUT Dec24	-725.19	-3.00 contracts	-0.00	Interest rate derivative	N/A	Germany
EURO-BOBL FUTURE Dec24	-746.86	-2.00 contracts	-0.00	Interest rate derivative	N/A	Germany
SOYBEAN OIL FUTR Dec24	-782.61	3.00 contracts	-0.00	Commodity derivative	N/A	USA
SGD/USD FWD 20241016	-811.31	1.00 contracts	-0.00	DFE	N/A	USA
ILS/USD FWD 20241016	-825.92	1.00 contracts	-0.00	DFE	N/A	USA
MXN/USD FWD 20241016	-828.80	1.00 contracts	-0.00	DFE	N/A	USA
GBP/USD FWD 20241218	-839.19	1.00 contracts	-0.00	DFE	N/A	USA
COCOA FUTURE - IC Dec24	-857.07	1.00 contracts	-0.00	Commodity derivative	N/A	UK
ICE 3MTH SONIA FU Jun25	-907.05	5.00 contracts	-0.00	Interest rate derivative	N/A	UK
CHF CURRENCY FUT Dec24	-964.32	1.00 contracts	-0.00	DFE	N/A	USA
BP CURRENCY FUT Dec24	-1.03 k	-3.00 contracts	-0.00	DFE	N/A	USA
WTI CRUDE FUTURE Nov24	-1.05 k	-2.00 contracts	-0.00	Commodity derivative	N/A	USA
SUGAR #11 (WORLD) Mar25	-1.11 k	3.00 contracts	-0.00	Commodity derivative	N/A	USA
CLP/USD FWD 20241016	-1.16 k	1.00 contracts	-0.00	DFE	N/A	USA
USD/ZAR FWD 20241016	-1.26 k	1.00 contracts	-0.00	DFE	N/A	USA
SPI 200 FUTURES Dec24	-1.42 k	-1.00 contracts	-0.00	Equity derivative	N/A	Australia
3 MONTH SOFR FUT Mar26	-1.50 k	5.00 contracts	-0.00	Interest rate derivative	N/A	USA
JPN YEN CURR FUT Dec24	-1.54 k	18.00 contracts	-0.00	DFE	N/A	USA
US ULTRA BOND CBT Dec24	-1.66 k	3.00 contracts	-0.00	Interest rate derivative	N/A	USA
KRW/USD FWD 20241016	-2.24 k	1.00 contracts	-0.00	DFE	N/A	USA
NASDAQ 100 E-MINI Dec24	-2.25 k	2.00 contracts	-0.00	Equity derivative	N/A	USA