# EDGAR Filing Document

**Accession Number:** 0001506768
**File Stem:** 0001145549-23-009179
**Filing Date:** 2023-2
**Character Count:** 57660
**Document Hash:** 3440f437fe3fb4a0c62b63ac46b6f1eb
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-009179.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001145549-23-009179

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** LoCorr Investment Trust
- **CENTRAL INDEX KEY:** 0001506768
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** OH
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22509
- **FILM NUMBER:** 23663159

**BUSINESS ADDRESS:**
- **STREET 1:** 687 EXCELSIOR BLVD
- **CITY:** EXCELSIOR
- **STATE:** MN
- **ZIP:** 55331
- **BUSINESS PHONE:** 952-767-2920

**MAIL ADDRESS:**
- **STREET 1:** 687 EXCELSIOR BLVD
- **CITY:** EXCELSIOR
- **STATE:** MN
- **ZIP:** 55331

## Series and Classes Contracts Data

### LoCorr Dynamic Opportunity Fund (Series ID: S000040449)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000125631 | Class A      | LEQAX           |
| C000125632 | Class C      | LEQCX           |
| C000125633 | Class I      | LEQIX           |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** LoCorr Investment Trust

- **b. Investment Company Act file number:** 811-22509

- **c. CIK number of Registrant:** 0001506768

- **d. LEI of Registrant:** 54930075F5KEPQITLS33

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 687 Excelsior Blvd

  - **City:** Excelsior

  - **State:** MN

  - **Foreign country:** US

  - **Zip / Postal Code:** 55331

  - **Telephone number:** 952-767-2920

**Item A.2. Information about the Series.**

- **a. Name of Series:** LoCorr Dynamic Equity Fund

- **b. EDGAR series identifier (if any):** S000040449

- **c. LEI of Series:** 549300QDD262U57Z4U55

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

- **a. Date of fiscal year-end:** 2022-12-31

- **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:** $104262913.14

**Total Liabilities:** $24383873.01

**Net Assets:** $79879040.13

**Cash Not Reported:** $29490136.09

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000125631 | 2.73%                | 0.44%                | 0.10%                |
| Class ID C000125632 | 2.65%                | 0.38%                | 0.01%                |
| Class ID C000125633 | 2.74%                | 0.52%                | 0.10%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-209983.59              | $2087720.25                                |
| Month 2  | $-1150580.12             | $1470677.38                                |
| Month 3  | $-233588.84              | $253537.93                                 |

**Designated Index Information**

- **Index Name:** Fund's Securities Portfolio

- **Index Identifier:** QV69WKJKF4

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Vivos Therapeutics Inc         | Vivos Therapeutics Inc                       | CUSIP: 92859E108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -12074 | NS      | $-4853.75     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corp                   | Vontier Corp                                 | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |     20631 | NS      | $398797.23    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| WWE                            | World Wrestling Entertainment Inc            | CUSIP: 98156Q108<br>LEI: 549300WZVLSCS3L4L698 | Short            | EC               | CORP              | US        |     -2415 | NS      | $-165475.80   | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| Wynn Resorts Ltd               | Wynn Resorts Ltd                             | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |      9304 | NS      | $767300.88    | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem Inc/NY                   | Xylem Inc/NY                                 | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Short            | EC               | CORP              | US        |     -2683 | NS      | $-296659.31   | -0.37%            |  |  |  | No            |                  1 | On Loan: No      |
| Zeta Global Holdings Corp      | Zeta Global Holdings Corp                    | CUSIP: 98956A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     75694 | NS      | $618419.98    | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Zscaler Inc                    | Zscaler Inc                                  | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Short            | EC               | CORP              | US        |     -4962 | NS      | $-555247.80   | -0.70%            |  |  |  | No            |                  1 | On Loan: No      |
| Zoom Video Communications Inc  | Zoom Video Communications Inc                | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Short            | EC               | CORP              | US        |     -1207 | NS      | $-81762.18    | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Electronics Inc      | Benchmark Electronics Inc                    | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |     29908 | NS      | $798244.52    | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Inc                  | BlackRock Inc                                | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Short            | EC               | CORP              | US        |      -278 | NS      | $-196999.14   | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| PagerDuty Inc                  | PagerDuty Inc                                | CUSIP: 69553P100<br>LEI: 549300U1SB749EDAGH21 | Long             | EC               | CORP              | US        |      5229 | NS      | $138882.24    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Hotels & Resorts Inc      | Park Hotels & Resorts Inc                    | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |    101221 | NS      | $1193395.59   | 1.49%             |  |  |  | No            |                  1 | On Loan: No      |
| PetIQ Inc                      | PetIQ Inc                                    | CUSIP: 71639T106<br>LEI: 549300GROACFGKVYOX14 | Long             | EC               | CORP              | US        |     41728 | NS      | $384732.16    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp                    | Plexus Corp                                  | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Short            | EC               | CORP              | US        |     -1617 | NS      | $-166437.81   | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| Polaris Inc                    | Polaris Inc                                  | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Short            | EC               | CORP              | US        |     -3352 | NS      | $-338552.00   | -0.42%            |  |  |  | No            |                  1 | On Loan: No      |
| Power Integrations Inc         | Power Integrations Inc                       | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Short            | EC               | CORP              | US        |     -3310 | NS      | $-237393.20   | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| PROS Holdings Inc              | PROS Holdings Inc                            | CUSIP: 74346Y103<br>LEI: 549300LPE1KNL5RWKQ48 | Long             | EC               | CORP              | US        |       539 | NS      | $13076.14     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ProShares Ultra Financials     | ProShares Ultra Financials                   | CUSIP: 74347X633<br>LEI: LYB0BLOHQZOQ1IGGW139 | Short            | EC               | RF                | US        |     -3610 | NS      | $-164652.10   | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo Inc                      | Qorvo Inc                                    | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |      1982 | NS      | $179648.48    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Q2 Holdings Inc                | Q2 Holdings Inc                              | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Short            | EC               | CORP              | US        |     -5615 | NS      | $-150875.05   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| RH                             | RH                                           | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Short            | EC               | CORP              | US        |      -756 | NS      | $-201995.64   | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| Real Good Food Co Inc/The      | Real Good Food Co Inc/The                    | CUSIP: 75601G109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     80353 | NS      | $532740.39    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Rent-A-Center Inc/TX           | Rent-A-Center Inc/TX                         | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |     16380 | NS      | $369369.00    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Repay Holdings Corp            | Repay Holdings Corp                          | CUSIP: 76029L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23233 | NS      | $187025.65    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Robinhood Markets Inc          | Robinhood Markets Inc                        | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |    117674 | NS      | $957866.36    | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBLOX Corp                    | ROBLOX Corp                                  | CUSIP: 771049103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -3884 | NS      | $-110538.64   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| RxSight Inc                    | RxSight Inc                                  | CUSIP: 78349D107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -7273 | NS      | $-92148.91    | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| SPDR S&P Biotech ETF           | SPDR S&P Biotech ETF                         | CUSIP: 78464A870<br>LEI: 549300Y3ODFMPD5XXL58 | Short            | EC               | RF                | US        |     -3912 | NS      | $-324696.00   | -0.41%            |  |  |  | No            |                  1 | On Loan: No      |
| SPX Technologies Inc           | SPX Technologies Inc                         | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Short            | EC               | CORP              | US        |     -4215 | NS      | $-276714.75   | -0.35%            |  |  |  | No            |                  1 | On Loan: No      |
| SAP SE                         | SAP SE                                       | CUSIP: 803054204<br>LEI: 529900D6BF99LW9R2E68 | Short            | EC               | CORP              | DE        |     -3494 | NS      | $-360545.86   | -0.45%            |  |  |  | No            |                  1 | On Loan: No      |
| Schneider National Inc         | Schneider National Inc                       | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Short            | EC               | CORP              | US        |    -11153 | NS      | $-260980.20   | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| Industrial Select Sector SPDR  | Industrial Select Sector SPDR Fund           | CUSIP: 81369Y704<br>LEI: 549300HQI51T8KP6U325 | Short            | EC               | RF                | US        |     -8416 | NS      | $-826535.36   | -1.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Semtech Corp                   | Semtech Corp                                 | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |      6021 | NS      | $172742.49    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoals Technologies Group Inc  | Shoals Technologies Group Inc                | CUSIP: 82489W107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -8127 | NS      | $-200493.09   | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Motion Technology Corp | Silicon Motion Technology Corp               | CUSIP: 82706C108<br>LEI: 5299005RBVBZQJTYFC89 | Long             | EC               | CORP              | TW        |      8105 | NS      | $526743.95    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| SiTime Corp                    | SiTime Corp                                  | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       813 | NS      | $82617.06     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| A O Smith Corp                 | A O Smith Corp                               | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Short            | EC               | CORP              | US        |     -6583 | NS      | $-376810.92   | -0.47%            |  |  |  | No            |                  1 | On Loan: No      |
| Smartsheet Inc                 | Smartsheet Inc                               | CUSIP: 83200N103<br>LEI: 549300N9WF42OK9VL589 | Long             | EC               | CORP              | US        |     39100 | NS      | $1538976.00   | 1.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonos Inc                      | Sonos Inc                                    | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Short            | EC               | CORP              | US        |    -17457 | NS      | $-295023.30   | -0.37%            |  |  |  | No            |                  1 | On Loan: No      |
| Sprout Social Inc              | Sprout Social Inc                            | CUSIP: 85209W109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -3371 | NS      | $-190326.66   | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| STAAR Surgical Co              | STAAR Surgical Co                            | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Short            | EC               | CORP              | US        |     -2121 | NS      | $-102953.34   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Summit Materials Inc           | Summit Materials Inc                         | CUSIP: 86614U100<br>LEI: 549300XNOLX5GIOSO108 | Short            | EC               | CORP              | US        |     -6503 | NS      | $-184611.60   | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| SunOpta Inc                    | SunOpta Inc                                  | CUSIP: 8676EP108<br>LEI: 54930010CP0KEPPRPA40 | Long             | EC               | CORP              | US        |    112273 | NS      | $947584.12    | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Synaptics Inc                  | Synaptics Inc                                | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |      3611 | NS      | $343622.76    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software  | Take-Two Interactive Software Inc            | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |     15416 | NS      | $1605268.08   | 2.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tandem Diabetes Care Inc       | Tandem Diabetes Care Inc                     | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Long             | EC               | CORP              | US        |     14144 | NS      | $635772.80    | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne Inc                   | Teradyne Inc                                 | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Short            | EC               | CORP              | US        |     -1198 | NS      | $-104645.30   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Trade Desk Inc/The             | Trade Desk Inc/The                           | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Short            | EC               | CORP              | US        |    -12450 | NS      | $-558133.50   | -0.70%            |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers Inc              | Toll Brothers Inc                            | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Short            | EC               | CORP              | US        |     -1279 | NS      | $-63847.68    | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| TransMedics Group Inc          | TransMedics Group Inc                        | CUSIP: 89377M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4515 | NS      | $278665.80    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANK MMDA - USBGFS 9        | US BANK MMDA - USBGFS 9                      | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |  22077915 | NS      | $22077915.23  | 27.64%            |  |  |  | No            |                  1 | On Loan: No      |
| 2seventy bio Inc               | 2seventy bio Inc                             | CUSIP: 901384107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1500 | NS      | $14055.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc                | Ulta Beauty Inc                              | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Short            | EC               | CORP              | US        |      -430 | NS      | $-201700.10   | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| Vail Resorts Inc               | Vail Resorts Inc                             | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |      7648 | NS      | $1822900.80   | 2.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeco Instruments Inc          | Veeco Instruments Inc                        | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |      9692 | NS      | $180077.36    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Small-Cap Growth ETF  | Vanguard Small-Cap Growth ETF                | CUSIP: 922908595<br>LEI: N/A                  | Long             | EC               | RF                | US        |      2212 | NS      | $443594.48    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicor Corp                     | Vicor Corp                                   | CUSIP: 925815102<br>LEI: 5299005KMQOTR6B51F09 | Short            | EC               | CORP              | US        |     -5170 | NS      | $-277887.50   | -0.35%            |  |  |  | No            |                  1 | On Loan: No      |
| Vital Farms Inc                | Vital Farms Inc                              | CUSIP: 92847W103<br>LEI: 549300S6NYY7ER3XOT61 | Short            | EC               | CORP              | US        |    -12146 | NS      | $-181218.32   | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| LivePerson Inc                 | LivePerson Inc                               | CUSIP: 538146101<br>LEI: 549300IN2P1JZ20G7N40 | Long             | EC               | CORP              | US        |     38473 | NS      | $390116.22    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Lovesac Co/The                 | Lovesac Co/The                               | CUSIP: 54738L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19117 | NS      | $420765.17    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos Inc                 | Lowe's Cos Inc                               | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Short            | EC               | CORP              | US        |     -1407 | NS      | $-280330.68   | -0.35%            |  |  |  | No            |                  1 | On Loan: No      |
| Magnite Inc                    | Magnite Inc                                  | CUSIP: 55955D100<br>LEI: 54930018FR2YX1HHSB02 | Long             | EC               | CORP              | US        |     41456 | NS      | $439019.04    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Masimo Corp                    | Masimo Corp                                  | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |      2428 | NS      | $359222.60    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Co           | Matador Resources Co                         | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |      3344 | NS      | $191410.56    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxLinear Inc                  | MaxLinear Inc                                | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |     12974 | NS      | $440467.30    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Maximus Inc                    | Maximus Inc                                  | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Short            | EC               | CORP              | US        |     -2259 | NS      | $-165652.47   | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| Mercury Systems Inc            | Mercury Systems Inc                          | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |      3763 | NS      | $168356.62    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Merit Medical Systems Inc      | Merit Medical Systems Inc                    | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |      4644 | NS      | $327959.28    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                 | Morgan Stanley                               | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     13356 | NS      | $1135527.12   | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                    | Netflix Inc                                  | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      5980 | NS      | $1763382.40   | 2.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Neuronetics Inc                | Neuronetics Inc                              | CUSIP: 64131A105<br>LEI: 549300T0911ILTTG7P06 | Long             | EC               | CORP              | US        |    150516 | NS      | $1034044.92   | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| New Relic Inc                  | New Relic Inc                                | CUSIP: 64829B100<br>LEI: 549300AB8FY2HQILL804 | Long             | EC               | CORP              | US        |     15519 | NS      | $876047.55    | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NexImmune Inc                  | NexImmune Inc                                | CUSIP: 65344D109<br>LEI: 5493005RDYAV26LAQ930 | Long             | EC               | CORP              | US        |      5009 | NS      | $1217.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Noodles & Co                   | Noodles & Co                                 | CUSIP: 65540B105<br>LEI: 5299003PCPK4UINV4362 | Long             | EC               | CORP              | US        |     56885 | NS      | $312298.65    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Cambium Networks Corp          | Cambium Networks Corp                        | CUSIP: N/A<br>LEI: 549300OYSIGK6OT5WL04       | Long             | EC               | CORP              | US        |     50985 | NS      | $1104844.95   | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                 | Eaton Corp PLC                               | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Short            | EC               | CORP              | US        |     -3765 | NS      | $-590916.75   | -0.74%            |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd                    | Invesco Ltd                                  | CUSIP: N/A<br>LEI: ECPGFXU8A2SHKVVGJI15       | Short            | EC               | CORP              | US        |    -10092 | NS      | $-181555.08   | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| Alpha & Omega Semiconductor Lt | Alpha & Omega Semiconductor Ltd              | CUSIP: N/A<br>LEI: 5493001FE7J03YOV2V35       | Short            | EC               | CORP              | US        |     -8877 | NS      | $-253615.89   | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| Yatra Online Inc               | Yatra Online Inc                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IN        |    342523 | NS      | $825480.43    | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Transocean Ltd                 | Transocean Ltd                               | CUSIP: N/A<br>LEI: 529900QO4W5DQGBGEF32       | Long             | EC               | CORP              | US        |     95319 | NS      | $434654.64    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd    | Royal Caribbean Cruises Ltd                  | CUSIP: N/A<br>LEI: K2NEH8QNVW44JIWK7Z55       | Short            | EC               | CORP              | US        |     -3208 | NS      | $-158571.44   | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| Flex Ltd                       | Flex Ltd                                     | CUSIP: N/A<br>LEI: 549300EAQH74YHD07T53       | Long             | EC               | CORP              | US        |     25630 | NS      | $550019.80    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| AXT Inc                        | AXT Inc                                      | CUSIP: 00246W103<br>LEI: 549300M2142IVLVIJN37 | Long             | EC               | CORP              | US        |     83486 | NS      | $365668.68    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Absolute Software Corp         | Absolute Software Corp                       | CUSIP: 00386B109<br>LEI: 549300I8AXWGBEESC731 | Long             | EC               | CORP              | CA        |     53111 | NS      | $554478.84    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity Brands Inc              | Acuity Brands Inc                            | CUSIP: 00508Y102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -2184 | NS      | $-361692.24   | -0.45%            |  |  |  | No            |                  1 | On Loan: No      |
| Adaptimmune Therapeutics Plc   | Adaptimmune Therapeutics Plc                 | CUSIP: 00653A107<br>LEI: 549300UUNWK8TRT5EW12 | Long             | EC               | CORP              | GB        |     16257 | NS      | $23735.22     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies Inc        | Akamai Technologies Inc                      | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |      9187 | NS      | $774464.10    | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings Inc   | Bread Financial Holdings Inc                 | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |     28245 | NS      | $1063706.70   | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Alta Equipment Group Inc       | Alta Equipment Group Inc                     | CUSIP: 02128L106<br>LEI: 549300DGOB28CLGS1X27 | Long             | EC               | CORP              | US        |     60193 | NS      | $793945.67    | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinetik Holdings Inc           | Kinetik Holdings Inc                         | CUSIP: 02215L209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5000 | NS      | $165400.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| American Eagle Outfitters Inc  | American Eagle Outfitters Inc                | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |     51048 | NS      | $712630.08    | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| American National Bankshares I | American National Bankshares Inc             | CUSIP: 027745108<br>LEI: 5493001AQ734BV16EM88 | Long             | EC               | CORP              | US        |      7683 | NS      | $283733.19    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                      | Apple Inc                                    | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Short            | EC               | CORP              | US        |     -4428 | NS      | $-575330.04   | -0.72%            |  |  |  | No            |                  1 | On Loan: No      |
| Arhaus Inc                     | Arhaus Inc                                   | CUSIP: 04035M102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -22583 | NS      | $-220184.25   | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| Armstrong World Industries Inc | Armstrong World Industries Inc               | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Short            | EC               | CORP              | US        |     -4104 | NS      | $-281493.36   | -0.35%            |  |  |  | No            |                  1 | On Loan: No      |
| AtriCure Inc                   | AtriCure Inc                                 | CUSIP: 04963C209<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -7826 | NS      | $-347317.88   | -0.43%            |  |  |  | No            |                  1 | On Loan: No      |
| Augmedix Inc                   | Augmedix Inc                                 | CUSIP: 05105P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    177850 | NS      | $277446.00    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Autolus Therapeutics PLC       | Autolus Therapeutics PLC                     | CUSIP: 05280R100<br>LEI: 549300C0KZP8EYROLL02 | Long             | EC               | CORP              | GB        |       550 | NS      | $1045.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Group Inc          | Avis Budget Group Inc                        | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Short            | EC               | CORP              | US        |     -3292 | NS      | $-539657.56   | -0.68%            |  |  |  | No            |                  1 | On Loan: No      |
| Axcelis Technologies Inc       | Axcelis Technologies Inc                     | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |      3009 | NS      | $238794.24    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Axos Financial Inc             | Axos Financial Inc                           | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Short            | EC               | CORP              | US        |     -4386 | NS      | $-167632.92   | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| Axonics Inc                    | Axonics Inc                                  | CUSIP: 05465P101<br>LEI: 549300LJY4X7N57VJL05 | Long             | EC               | CORP              | US        |      9634 | NS      | $602414.02    | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp           | Bank of America Corp                         | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      5731 | NS      | $189810.72    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corp                    | Banner Corp                                  | CUSIP: 06652V208<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -1481 | NS      | $-93599.20    | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Bowman Consulting Group Ltd    | Bowman Consulting Group Ltd                  | CUSIP: 103002101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28184 | NS      | $615820.40    | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Braze Inc                      | Braze Inc                                    | CUSIP: 10576N102<br>LEI: 9845007B9EDBFD37C277 | Short            | EC               | CORP              | US        |     -8037 | NS      | $-219249.36   | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| Azenta Inc                     | Azenta Inc                                   | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |      9631 | NS      | $560716.82    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Calix Inc                      | Calix Inc                                    | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |      5025 | NS      | $343860.75    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp     | Capital One Financial Corp                   | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      4202 | NS      | $390617.92    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corp                  | Carnival Corp                                | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Short            | EC               | CORP              | US        |    -20056 | NS      | $-161651.36   | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp            | Carrier Global Corp                          | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Short            | EC               | CORP              | US        |     -9084 | NS      | $-374715.00   | -0.47%            |  |  |  | No            |                  1 | On Loan: No      |
| Carter's Inc                   | Carter's Inc                                 | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Short            | EC               | CORP              | US        |     -4517 | NS      | $-337013.37   | -0.42%            |  |  |  | No            |                  1 | On Loan: No      |
| Cellectis SA                   | Cellectis SA                                 | CUSIP: 15117K103<br>LEI: 5493000KKX5VQ37Q2W83 | Long             | EC               | CORP              | FR        |       671 | NS      | $1409.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerus Corp                     | Cerus Corp                                   | CUSIP: 157085101<br>LEI: 254900BIEY9XIDA04Q21 | Long             | EC               | CORP              | US        |     48849 | NS      | $178298.85    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Champions Oncology Inc         | Champions Oncology Inc                       | CUSIP: 15870P307<br>LEI: 549300O8WKLP8QEG5U47 | Long             | EC               | CORP              | US        |     47314 | NS      | $213386.14    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles River Laboratories Int | Charles River Laboratories International Inc | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |      5444 | NS      | $1186247.60   | 1.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheesecake Factory Inc/The     | Cheesecake Factory Inc/The                   | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Short            | EC               | CORP              | US        |     -5514 | NS      | $-174848.94   | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic Inc               | Cirrus Logic Inc                             | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |     20188 | NS      | $1503602.24   | 1.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc              | Cisco Systems Inc                            | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Short            | EC               | CORP              | US        |    -12125 | NS      | $-577635.00   | -0.72%            |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                  | Citigroup Inc                                | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      4213 | NS      | $190553.99    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Communications Holdings | Cogent Communications Holdings Inc           | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6501 | NS      | $371077.08    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co           | Commercial Metals Co                         | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Short            | EC               | CORP              | US        |     -4052 | NS      | $-195711.60   | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc             | Conagra Brands Inc                           | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |     11074 | NS      | $428563.80    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison Inc        | Consolidated Edison Inc                      | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |      4012 | NS      | $382383.72    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Coupa Software Inc             | Coupa Software Inc                           | CUSIP: 22266L106<br>LEI: 549300Q95ICR2GFL2K37 | Long             | EC               | CORP              | US        |      9741 | NS      | $771194.97    | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Cutera Inc                     | Cutera Inc                                   | CUSIP: 232109108<br>LEI: 529900NPKPEWJWR21Z42 | Short            | EC               | CORP              | US        |     -4196 | NS      | $-185547.12   | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton Inc                  | DR Horton Inc                                | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Short            | EC               | CORP              | US        |     -4259 | NS      | $-379647.26   | -0.48%            |  |  |  | No            |                  1 | On Loan: No      |
| Destination XL Group Inc       | Destination XL Group Inc                     | CUSIP: 25065K104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56844 | NS      | $383697.00    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp              | Devon Energy Corp                            | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |      3055 | NS      | $187913.05    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Digimarc Corp                  | Digimarc Corp                                | CUSIP: 25381B101<br>LEI: 254900TL728B5T0M5R41 | Short            | EC               | CORP              | US        |    -12713 | NS      | $-235063.37   | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| Direxion Daily Small Cap Bull  | Direxion Daily Small Cap Bull 3X Shares      | CUSIP: 25459W847<br>LEI: EI6O4TKYTT2L506TQD71 | Short            | EC               | RF                | US        |     -6639 | NS      | $-210456.30   | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| DISH Network Corp              | DISH Network Corp                            | CUSIP: 25470M109<br>LEI: 529900U350CWHH15G169 | Long             | EC               | CORP              | US        |     39894 | NS      | $560111.76    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| DocGo Inc                      | DocGo Inc                                    | CUSIP: 256086109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60335 | NS      | $426568.45    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| DoorDash Inc                   | DoorDash Inc                                 | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Short            | EC               | CORP              | US        |     -6649 | NS      | $-324604.18   | -0.41%            |  |  |  | No            |                  1 | On Loan: No      |
| Dorman Products Inc            | Dorman Products Inc                          | CUSIP: 258278100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -2409 | NS      | $-194815.83   | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| Dycom Industries Inc           | Dycom Industries Inc                         | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |      4346 | NS      | $406785.60    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| DZS Inc                        | DZS Inc                                      | CUSIP: 268211109<br>LEI: 549300JL6GXPZ9SNGD29 | Long             | EC               | CORP              | US        |     37759 | NS      | $478784.12    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Ebix Inc                       | Ebix Inc                                     | CUSIP: 278715206<br>LEI: 549300DHXVZR5SW5QR44 | Long             | EC               | CORP              | US        |     22753 | NS      | $454149.88    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group Inc       | Encore Capital Group Inc                     | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |      8617 | NS      | $413098.98    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovix Corp                    | Enovix Corp                                  | CUSIP: 293594107<br>LEI: 549300EC7NZGWORHYJ53 | Long             | EC               | CORP              | US        |     74770 | NS      | $930138.80    | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Evercore Inc                   | Evercore Inc                                 | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |     13976 | NS      | $1524502.08   | 1.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Everbridge Inc                 | Everbridge Inc                               | CUSIP: 29978A104<br>LEI: 549300WCY0UMR64ATW81 | Long             | EC               | CORP              | US        |     59942 | NS      | $1773084.36   | 2.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Everi Holdings Inc             | Everi Holdings Inc                           | CUSIP: 30034T103<br>LEI: 5299006DK5S7BG10K532 | Long             | EC               | CORP              | US        |     29729 | NS      | $426611.15    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Wa | Expeditors International of Washington Inc   | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Short            | EC               | CORP              | US        |     -3577 | NS      | $-371721.84   | -0.47%            |  |  |  | No            |                  1 | On Loan: No      |
| Extreme Networks Inc           | Extreme Networks Inc                         | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |     29046 | NS      | $531832.26    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp               | Exxon Mobil Corp                             | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      1757 | NS      | $193797.10    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc             | Meta Platforms Inc                           | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Short            | EC               | CORP              | US        |     -4762 | NS      | $-573059.08   | -0.72%            |  |  |  | No            |                  1 | On Loan: No      |
| Fastly Inc                     | Fastly Inc                                   | CUSIP: 31188V100<br>LEI: 549300E2FZC83FJ3H565 | Short            | EC               | CORP              | US        |     -4065 | NS      | $-33292.35    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp               | FirstEnergy Corp                             | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |      9318 | NS      | $390796.92    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Floor & Decor Holdings Inc     | Floor & Decor Holdings Inc                   | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Short            | EC               | CORP              | US        |    -13027 | NS      | $-907070.01   | -1.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Frontdoor Inc                  | Frontdoor Inc                                | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Short            | EC               | CORP              | US        |     -7392 | NS      | $-153753.60   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Full House Resorts Inc         | Full House Resorts Inc                       | CUSIP: 359678109<br>LEI: 5493009DKIWW0H901Y82 | Long             | EC               | CORP              | US        |     27875 | NS      | $209620.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III Apparel Group Ltd        | G-III Apparel Group Ltd                      | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |     27700 | NS      | $379767.00    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc            | Gilead Sciences Inc                          | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      4547 | NS      | $390359.95    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmonic Inc                   | Harmonic Inc                                 | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |     82689 | NS      | $1083225.90   | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Corp                      | Hess Corp                                    | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |      1348 | NS      | $191173.36    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexcel Corp                    | Hexcel Corp                                  | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Short            | EC               | CORP              | US        |     -6050 | NS      | $-356042.50   | -0.45%            |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The             | Home Depot Inc/The                           | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Short            | EC               | CORP              | US        |      -894 | NS      | $-282378.84   | -0.35%            |  |  |  | No            |                  1 | On Loan: No      |
| Iovance Biotherapeutics Inc    | Iovance Biotherapeutics Inc                  | CUSIP: 462260100<br>LEI: 549300220Z2GHH33XL82 | Long             | EC               | CORP              | US        |      5925 | NS      | $37860.75     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Semiconductor ETF      | iShares Semiconductor ETF                    | CUSIP: 464287523<br>LEI: 5493004SPI3IF1GDIR85 | Short            | EC               | RF                | US        |     -2992 | NS      | $-1041156.16  | -1.30%            |  |  |  | No            |                  1 | On Loan: No      |
| iShares Russell 2000 Growth ET | iShares Russell 2000 Growth ETF              | CUSIP: 464287648<br>LEI: 549300CPJOUVKWJGSH44 | Short            | EC               | RF                | US        |     -5878 | NS      | $-1260948.56  | -1.58%            |  |  |  | No            |                  1 | On Loan: No      |
| iShares Russell 2000 ETF       | iShares Russell 2000 ETF                     | CUSIP: 464287655<br>LEI: 549300O80OAR5VTWR172 | Short            | EC               | RF                | US        |     -3079 | NS      | $-536854.44   | -0.67%            |  |  |  | No            |                  1 | On Loan: No      |
| KRC Interim Corp               | KRC Interim Corp                             | CUSIP: 49446R109<br>LEI: 549300EA7I6T15IBYS12 | Long             | EC               | CORP              | US        |     35916 | NS      | $760700.88    | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Knight-Swift Transportation Ho | Knight-Swift Transportation Holdings Inc     | CUSIP: 499049104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -3052 | NS      | $-159955.32   | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp                    | Lennar Corp                                  | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Short            | EC               | CORP              | US        |     -4086 | NS      | $-369783.00   | -0.46%            |  |  |  | No            |                  1 | On Loan: No      |
| Lightspeed Commerce Inc        | Lightspeed Commerce Inc                      | CUSIP: 53229C107<br>LEI: 254900T8MDWRTGMFZ257 | Long             | EC               | CORP              | CA        |     18029 | NS      | $257814.70    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-21

**Name of Applicant:** LoCorr Investment Trust

**Signature:** Jon Essen

**Name of Signer:** Jon Essen

**Title:** Treasurer