# EDGAR Filing Document

**Accession Number:** 0001506768
**File Stem:** 0000894189-26-015668
**Filing Date:** 2026-5
**Character Count:** 122484
**Document Hash:** 5a067b19f75429a4ed42b11e316a8889
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000894189-26-015668.hdr.sgml**: 20260526

**ACCESSION NUMBER**: 0000894189-26-015668

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260526

**DATE AS OF CHANGE**: 20260526

**PERIOD START**: 20261231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** LOCORR INVESTMENT TRUST
- **CENTRAL INDEX KEY:** 0001506768

**ORGANIZATION NAME:**
- **EIN:** 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:** 261018962

**BUSINESS ADDRESS:**
- **STREET 1:** 687 EXCELSIOR BLVD
- **CITY:** EXCELSIOR
- **STATE:** MN
- **ZIP:** 55331
- **BUSINESS PHONE:** 952-767-6900

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LoCorr Investment Trust
- **DATE OF NAME CHANGE:** 20101201

## Series and Classes Contracts Data

### LoCorr Market Trend Fund (Series ID: S000045488)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000141580 | Class A      | LOTAX           |
| C000141581 | Class C      | LOTCX           |
| C000141582 | Class I      | LOTIX           |

## Nport-Ex

---

| | | |
|:---|:---|:---|
| **LoCorr Market Trend Fund** | **LoCorr Market Trend Fund** | **LoCorr Market Trend Fund** |
| **Consolidated Schedule of Investments** | **Consolidated Schedule of Investments** | **Consolidated Schedule of Investments** |
| **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** |
| **U.S. TREASURY SECURITIES - 43.1%** | **Par**  | **Value**  |
| United States Treasury Note/Bond | United States Treasury Note/Bond | United States Treasury Note/Bond |
| &nbsp;&nbsp; 4.50%, 07/15/2026 | 1095000 | $1097298 |
| &nbsp;&nbsp; 4.50%, 04/15/2027 | 10320000 | 10399503 |
| &nbsp;&nbsp; 3.38%, 02/29/2028 | 9220000 | 9146528 |
| &nbsp;&nbsp; 1.38%, 10/31/2028 | 21070000 | 19813207 |
| &nbsp;&nbsp; 3.50%, 02/15/2029 | 9440000 | 9356663 |
| &nbsp;&nbsp; 4.25%, 02/28/2029 | 14535000 | 14701358 |
| &nbsp;&nbsp; 4.63%, 04/30/2029 | 25165000 | 25732195 |
| &nbsp;&nbsp; 3.25%, 06/30/2029 | 17505000 | 17187038 |
| &nbsp;&nbsp; 4.00%, 02/28/2030 | 19860000 | 19936026 |
| &nbsp;&nbsp; 3.88%, 06/30/2030 | 3135000 | 3130469 |
| &nbsp;&nbsp; 3.63%, 09/30/2030 | 13500000 | 13333887 |
| &nbsp;&nbsp; 3.63%, 12/31/2030 | 4380000 | 4320973 |
| **TOTAL U.S. TREASURY SECURITIES** (Cost $147,854,100) | **TOTAL U.S. TREASURY SECURITIES** (Cost $147,854,100) | 148155145 |
| **CORPORATE BONDS - 18.2%** | **Par**  | **Value**  |
| **Aerospace & Defense - 1.1%** | **Aerospace & Defense - 1.1%** | **Aerospace & Defense - 1.1%** |
| Boeing Co. | Boeing Co. | Boeing Co. |
|  &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 02/01/2028 | 1185000 | 1161460 |
|  &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 05/01/2030 | 935000 | 949117 |
|  Honeywell Aerospace, Inc., 4.00%, 03/16/2029 <sup>(a)</sup> | 1185000 | 1174229 |
|  RTX Corp., 4.13%, 11/16/2028 | 495000 | 492898 |
|  |  | 3777704 |
| **Agriculture - 0.3%** | **Agriculture - 0.3%** | **Agriculture - 0.3%** |
|  Philip Morris International, Inc., 4.63%, 11/01/2029 | 920000 | 927782 |
| **Banks - 6.2%** | **Banks - 6.2%** | **Banks - 6.2%** |
|  Bank of New York Mellon Corp., 4.03% (SOFR + 0.63%), 01/22/2030 | 305000 | 301808 |
|  Citibank NA, 4.58%, 05/29/2027 | 1280000 | 1285404 |
|  Citigroup, Inc., 4.50% to 09/11/2030 then SOFR + 1.17%, 09/11/2031 | 815000 | 805808 |
|  Credit Agricole SA, 5.22% to 05/27/2030 then SOFR + 1.46%, 05/27/2031 <sup>(a)</sup> | 570000 | 576776 |
| Goldman Sachs Group, Inc. | Goldman Sachs Group, Inc. | Goldman Sachs Group, Inc. |
| &nbsp;&nbsp; 6.48% to 10/24/2028 then SOFR + 1.77%, 10/24/2029 | 465000 | 486503 |
| &nbsp;&nbsp; 5.22% to 04/23/2030 then SOFR + 1.58%, 04/23/2031 | 560000 | 569557 |
|  JPMorgan Chase & Co., 5.10% to 04/22/2030 then SOFR + 1.44%, 04/22/2031 | 3800000 | 3869259 |
| Morgan Stanley Private Bank NA | Morgan Stanley Private Bank NA | Morgan Stanley Private Bank NA |
| &nbsp;&nbsp; 4.20% to 11/17/2027 then SOFR + 0.78%, 11/17/2028 | 1875000 | 1868439 |
| &nbsp;&nbsp; 4.47% to 11/19/2030 then SOFR + 1.02%, 11/19/2031 | 5740000 | 5652821 |
|  NatWest Markets PLC, 5.41%, 05/17/2029 <sup>(a)</sup> | 1015000 | 1041704 |
|  Texas Capital Bancshares, Inc., 5.30% to 02/27/2031 then SOFR + 1.94%, 02/27/2032 | 505000 | 498398 |
|  UBS Group AG, 6.33% to 12/22/2026 then 1 yr. CMT Rate + 1.60%, 12/22/2027 <sup>(a)</sup> | 1410000 | 1428643 |
|  Wells Fargo & Co., 5.15% to 04/23/2030 then SOFR + 1.50%, 04/23/2031 | 2830000 | 2878083 |
|  |  | 21263203 |
| **Beverages - 0.0% <sup>(b)</sup>** | **Beverages - 0.0% <sup>(b)</sup>** | **Beverages - 0.0% <sup>(b)</sup>** |
|  Maple Parent Holdings Corp., 4.75%, 03/26/2029 <sup>(a)</sup> | 125000 | 124997 |
| **Biotechnology - 0.2%** | **Biotechnology - 0.2%** | **Biotechnology - 0.2%** |
|  Amgen, Inc., 5.15%, 03/02/2028 | 820000 | 831982 |
| **Electric - 0.9%** | **Electric - 0.9%** | **Electric - 0.9%** |
|  Duke Energy Carolinas LLC, 4.85%, 03/15/2030 | 790000 | 804157 |
| Florida Power & Light Co. | Florida Power & Light Co. | Florida Power & Light Co. |
| &nbsp;&nbsp; 5.05%, 04/01/2028 | 775000 | 787892 |
| &nbsp;&nbsp; 4.40%, 05/15/2028 | 1010000 | 1013786 |
|  Wisconsin Public Service Corp., 4.25%, 01/15/2031 | 665000 | 657270 |
|  |  | 3263105 |
| **Food - 1.9%** | **Food - 1.9%** | **Food - 1.9%** |
|  Kraft Heinz Foods Co., 3.88%, 05/15/2027 | 995000 | 988147 |
| Mars, Inc. | Mars, Inc. | Mars, Inc. |
| &nbsp;&nbsp; 4.60%, 03/01/2028 <sup>(a)</sup> | 2295000 | 2308880 |
| &nbsp;&nbsp; 4.80%, 03/01/2030 <sup>(a)</sup> | 3185000 | 3218781 |
|  |  | 6515808 |
| **Healthcare-Products - 0.7%** | **Healthcare-Products - 0.7%** | **Healthcare-Products - 0.7%** |
|  Abbott Laboratories, 4.00%, 03/15/2031 | 565000 | 556181 |
| Augusta SpinCo Corp. | Augusta SpinCo Corp. | Augusta SpinCo Corp. |
| &nbsp;&nbsp; 4.40%, 03/23/2029 | 700000 | 697997 |
| &nbsp;&nbsp; 4.66%, 03/23/2031 | 1035000 | 1029934 |
|  |  | 2284112 |
| **Healthcare-Services - 0.8%** | **Healthcare-Services - 0.8%** | **Healthcare-Services - 0.8%** |
|  HCA, Inc., 5.00%, 03/01/2028 | 1100000 | 1110768 |
| UnitedHealth Group, Inc. | UnitedHealth Group, Inc. | UnitedHealth Group, Inc. |
| &nbsp;&nbsp; 4.40%, 06/15/2028 | 435000 | 436386 |
| &nbsp;&nbsp; 4.25%, 01/15/2029 | 1300000 | 1297688 |
|  |  | 2844842 |
| **Insurance - 0.2%** | **Insurance - 0.2%** | **Insurance - 0.2%** |
|  Brown & Brown, Inc., 4.60%, 12/23/2026 | 520000 | 521479 |
| **Internet - 0.3%** | **Internet - 0.3%** | **Internet - 0.3%** |
|  Amazon.com, Inc., 4.00%, 03/13/2029 | 1090000 | 1084120 |
| **Miscellaneous Manufacturing - 0.2%** | **Miscellaneous Manufacturing - 0.2%** | **Miscellaneous Manufacturing - 0.2%** |
|  Eaton Corp., 4.20%, 03/06/2031 | 745000 | 733849 |
| **Packaging & Containers - 0.5%** | **Packaging & Containers - 0.5%** | **Packaging & Containers - 0.5%** |
|  Amcor Group Finance PLC, 5.45%, 05/23/2029 | 1605000 | 1644255 |
| **Pharmaceuticals - 0.8%** | **Pharmaceuticals - 0.8%** | **Pharmaceuticals - 0.8%** |
|  AbbVie, Inc., 4.80%, 03/15/2029 | 355000 | 360693 |
|  CVS Health Corp., 5.00%, 01/30/2029 | 1640000 | 1661251 |
|  Novartis Capital Corp., 4.10%, 03/16/2029 | 570000 | 569264 |
|  |  | 2591208 |
| **Pipelines - 0.7%** | **Pipelines - 0.7%** | **Pipelines - 0.7%** |
|  Enbridge, Inc., 6.00%, 11/15/2028 | 680000 | 705468 |
|  Energy Transfer LP, 6.05%, 12/01/2026 | 1245000 | 1256385 |
|  South Bow USA Infrastructure Holdings LLC, 4.91%, 09/01/2027 | 415000 | 416657 |
|  |  | 2378510 |
| **REITS - 1.7%** | **REITS - 1.7%** | **REITS - 1.7%** |
|  American Homes 4 Rent LP, 4.90%, 02/15/2029 | 910000 | 914380 |
|  Brixmor Operating Partnership LP, 4.13%, 06/15/2026 | 385000 | 384762 |
|  Essex Portfolio LP, 1.70%, 03/01/2028 | 495000 | 469698 |
| Healthcare Realty Holdings LP | Healthcare Realty Holdings LP | Healthcare Realty Holdings LP |
| &nbsp;&nbsp; 3.75%, 07/01/2027 | 2063000 | 2043226 |
| &nbsp;&nbsp; 2.05%, 03/15/2031 | 890000 | 772694 |
|  Kite Realty Group LP, 4.00%, 10/01/2026 | 1125000 | 1121762 |
|  |  | 5706522 |
| **Retail - 0.4%** | **Retail - 0.4%** | **Retail - 0.4%** |
| O'Reilly Automotive, Inc. | O'Reilly Automotive, Inc. | O'Reilly Automotive, Inc. |
| &nbsp;&nbsp; 5.75%, 11/20/2026 | 760000 | 766304 |
| &nbsp;&nbsp; 4.20%, 04/01/2030 | 525000 | 518714 |
|  |  | 1285018 |
| **Semiconductors - 0.2%** | **Semiconductors - 0.2%** | **Semiconductors - 0.2%** |
| Broadcom, Inc. | Broadcom, Inc. | Broadcom, Inc. |
| &nbsp;&nbsp; 4.60%, 07/15/2030 | 550000 | 552482 |
| &nbsp;&nbsp; 4.30%, 01/15/2031 | 250000 | 247781 |
|  |  | 800263 |
| **Software - 0.5%** | **Software - 0.5%** | **Software - 0.5%** |
|  Fidelity National Information Services, Inc., 4.80%, 03/10/2031 | 305000 | 302524 |
| Oracle Corp. | Oracle Corp. | Oracle Corp. |
| &nbsp;&nbsp; 4.80%, 08/03/2028 | 580000 | 580212 |
| &nbsp;&nbsp; 4.95%, 02/04/2031 | 700000 | 685348 |
|  |  | 1568084 |
| **Telecommunications - 0.6%** | **Telecommunications - 0.6%** | **Telecommunications - 0.6%** |
|  AT&T, Inc., 4.40%, 04/30/2031 | 415000 | 410829 |
| T-Mobile USA, Inc. | T-Mobile USA, Inc. | T-Mobile USA, Inc. |
| &nbsp;&nbsp; 4.80%, 07/15/2028 | 600000 | 605661 |
| &nbsp;&nbsp; 4.85%, 01/15/2029 | 1200000 | 1213674 |
|  |  | 2230164 |
| **TOTAL CORPORATE BONDS** (Cost $62,350,283) | **TOTAL CORPORATE BONDS** (Cost $62,350,283) | 62377007 |
| **MORTGAGE-BACKED SECURITIES - 11.3%** | **Par**  | **Value**  |
|  Alen Mortgage Trust, Series 2021-ACEN, Class A, 4.94% (1 mo. Term SOFR + 1.26%), 04/15/2034, (1.15% Floor) <sup>(a)</sup> | 600000 | 567000 |
|  Angel Oak Mortgage Trust LLC, Series 2020-5, Class A3, 2.04%, 05/25/2065 <sup>(a)(c)</sup> | 7146 | 6947 |
|  BANK-2022, Series 2022-BNK39, Class A1, 1.74%, 02/15/2055 | 122849 | 121520 |
| BLP Commercial Mortgage Trust | BLP Commercial Mortgage Trust | BLP Commercial Mortgage Trust |
| &nbsp;&nbsp; Series 2024-IND2, Class B, 5.36% (1 mo. Term SOFR + 1.69%), 03/15/2041, (1.69% Floor) <sup>(a)</sup> | 454028 | 453744 |
| &nbsp;&nbsp; Series 2025-IND2, Class A, 5.17% (1 mo. Term SOFR + 1.50%), 12/15/2042, (1.50% Floor) <sup>(a)</sup> | 1000000 | 999999 |
| BX Trust | BX Trust | BX Trust |
| &nbsp;&nbsp; Series 2022-VAMF, Class B, 4.95% (1 mo. Term SOFR + 1.28%), 01/15/2039, (1.28% Floor) <sup>(a)</sup> | 190256 | 190137 |
| &nbsp;&nbsp; Series 2024-XL5, Class A, 5.06% (1 mo. Term SOFR + 1.39%), 03/15/2041, (1.39% Floor) <sup>(a)</sup> | 916929 | 917979 |
| &nbsp;&nbsp; Series 2025-DELC, Class A, 5.22% (1 mo. Term SOFR + 1.55%), 12/15/2042, (1.55% Floor) <sup>(a)</sup> | 355000 | 355000 |
| &nbsp;&nbsp; Series 2026-RISE, Class A, 4.97% (1 mo. Term SOFR + 1.30%), 04/15/2041, (1.30% Floor) <sup>(a)</sup> | 2250000 | 2250000 |
|  DK Trust, Series 2025-LXP, Class A, 5.27% (1 mo. Term SOFR + 1.59%), 08/15/2037, (1.59% Floor) <sup>(a)</sup> | 925000 | 925000 |
|  EQT Trust, Series 2024-EXTR, Class A, 5.33%, 07/05/2041 <sup>(a)</sup> | 989520 | 1000649 |
| Fannie Mae Connecticut Avenue Securities | Fannie Mae Connecticut Avenue Securities | Fannie Mae Connecticut Avenue Securities |
| &nbsp;&nbsp; Series 2022-R03, Class 1M2, 7.16% (30 day avg SOFR US + 3.50%), 03/25/2042, (0.00% Floor) <sup>(a)</sup> | 1470000 | 1498411 |
| &nbsp;&nbsp; Series 2022-R04, Class 1M2, 6.76% (30 day avg SOFR US + 3.10%), 03/25/2042, (0.00% Floor) <sup>(a)</sup> | 1150000 | 1165769 |
| &nbsp;&nbsp; Series 2022-R05, Class 2M2, 6.66% (30 day avg SOFR US + 3.00%), 04/25/2042, (0.00% Floor) <sup>(a)</sup> | 35000 | 35498 |
| &nbsp;&nbsp; Series 2022-R06, Class 1M2, 7.51% (30 day avg SOFR US + 3.85%), 05/25/2042, (0.00% Floor) <sup>(a)</sup> | 2375000 | 2439196 |
| &nbsp;&nbsp; Series 2022-R07, Class 1M2, 8.31% (30 day avg SOFR US + 4.65%), 06/25/2042, (0.00% Floor) <sup>(a)</sup> | 1050000 | 1091013 |
| &nbsp;&nbsp; Series 2022-R08, Class 1M2, 7.26% (30 day avg SOFR US + 3.60%), 07/25/2042, (0.00% Floor) <sup>(a)</sup> | 1930000 | 1987066 |
| &nbsp;&nbsp; Series 2023-R01, Class 1M2, 7.41% (30 day avg SOFR US + 3.75%), 12/25/2042, (0.00% Floor) <sup>(a)</sup> | 865000 | 899170 |
| &nbsp;&nbsp; Series 2023-R02, Class 1M2, 7.01% (30 day avg SOFR US + 3.35%), 01/25/2043, (0.00% Floor) <sup>(a)</sup> | 1445000 | 1492483 |
| &nbsp;&nbsp; Series 2023-R04, Class 1M2, 7.21% (30 day avg SOFR US + 3.55%), 05/25/2043, (0.00% Floor) <sup>(a)</sup> | 600000 | 624217 |
| &nbsp;&nbsp; Series 2023-R05, Class 1M2, 6.76% (30 day avg SOFR US + 3.10%), 06/25/2043, (0.00% Floor) <sup>(a)</sup> | 550000 | 570242 |
| &nbsp;&nbsp; Series 2023-R06, Class 1M2, 6.36% (30 day avg SOFR US + 2.70%), 07/25/2043, (0.00% Floor) <sup>(a)</sup> | 2050000 | 2094793 |
| &nbsp;&nbsp; Series 2023-R08, Class 1M2, 6.16% (30 day avg SOFR US + 2.50%), 10/25/2043, (0.00% Floor) <sup>(a)</sup> | 380000 | 386719 |
| &nbsp;&nbsp; Series 2024-R02, Class 1M2, 5.46% (30 day avg SOFR US + 1.80%), 02/25/2044, (0.00% Floor) <sup>(a)</sup> | 210000 | 210065 |
| Freddie Mac Structured Agency Credit Risk Debt Notes | Freddie Mac Structured Agency Credit Risk Debt Notes | Freddie Mac Structured Agency Credit Risk Debt Notes |
| &nbsp;&nbsp; Series 2023-DNA1, Class M1B, 6.76% (30 day avg SOFR US + 3.10%), 03/25/2043, (0.00% Floor) <sup>(a)</sup> | 745000 | 769996 |
| &nbsp;&nbsp; Series 2023-DNA2, Class M1B, 6.91% (30 day avg SOFR US + 3.25%), 04/25/2043, (0.00% Floor) <sup>(a)</sup> | 1605000 | 1665581 |
| &nbsp;&nbsp; Series 2023-HQA1, Class M1B, 7.16% (30 day avg SOFR US + 3.50%), 05/25/2043, (0.00% Floor) <sup>(a)</sup> | 890000 | 929191 |
|  JPMBB Commercial Mortgage Securities Trust, Series 2014-C22, Class AS, 4.11%, 09/15/2047 | 285623 | 281341 |
|  KSL Commercial Mortgage Trust, Series 2024-HT2, Class A, 5.21% (1 mo. Term SOFR + 1.54%), 12/15/2039, (1.54% Floor) <sup>(a)</sup> | 1898277 | 1894717 |
|  MCR Mortgage Trust, Series 2024-HTL, Class A, 5.43% (1 mo. Term SOFR + 1.76%), 02/15/2037, (1.76% Floor) <sup>(a)</sup> | 805692 | 804684 |
|  MTN Commercial Mortgage Trust, Series 2022-LPFL, Class A, 5.08% (1 mo. Term SOFR + 1.40%), 03/15/2039, (1.40% Floor) <sup>(a)</sup> | 1500000 | 1499063 |
|  NRTH PARK Mortgage Trust, Series 2025-PARK, Class A, 5.07% (1 mo. Term SOFR + 1.39%), 10/15/2040, (1.39% Floor) <sup>(a)</sup> | 1300000 | 1298780 |
|  NYC Commercial Mortgage Trust, Series 2024-3ELV, Class A, 5.66% (1 mo. Term SOFR + 1.99%), 08/15/2029, (1.99% Floor) <sup>(a)</sup> | 1875000 | 1874997 |
|  ONNI Commercial Mortgage Trust, Series 2024-APT, Class A, 5.20%, 07/15/2039 <sup>(a)(c)</sup> | 1000000 | 1011999 |
|  PKHL Commercial Mortgage Trust, Series 2021-MF, Class A, 4.67% (1 mo. Term SOFR + 0.99%), 07/15/2038, (0.88% Floor) <sup>(a)</sup> | 1000000 | 945510 |
|  SCG Mortgage Trust, Series 2025-SNIP, Class A, 5.17% (1 mo. Term SOFR + 1.50%), 09/15/2042, (1.50% Floor) <sup>(a)</sup> | 1500000 | 1499999 |
|  SMR Mortgage Trust, Series 2022-IND, Class A, 5.32% (1 mo. Term SOFR + 1.65%), 02/15/2039, (1.65% Floor) <sup>(a)</sup> | 1137981 | 1135274 |
|  Wells Fargo Commercial Mortgage Trust 2024-1CHI, Series 2025-NYCH, Class A, 5.41% (1 mo. Term SOFR + 1.74%), 06/15/2042, (1.74% Floor) <sup>(a)</sup> | 1000000 | 991875 |
| **TOTAL MORTGAGE-BACKED SECURITIES** (Cost $39,179,005) | **TOTAL MORTGAGE-BACKED SECURITIES** (Cost $39,179,005) | 38885624 |
| **ASSET-BACKED SECURITIES - 8.1%** | **Par**  | **Value**  |
|  American Express Travel Related Services Co., Inc., Series 2024-1, Class A, 5.23%, 04/15/2029 | 1870000 | 1894924 |
|  Avis Budget Car Rental LLC, Series 2023-2A, Class A, 5.20%, 10/20/2027 <sup>(a)</sup> | 200000 | 200634 |
|  CarMax Auto Owner Trust, Series 2024-4, Class A3, 4.60%, 10/15/2029 | 2450000 | 2466038 |
| Carvana Auto Receivables Trust | Carvana Auto Receivables Trust | Carvana Auto Receivables Trust |
| &nbsp;&nbsp; Series 2022-P3, Class A3, 4.61%, 11/10/2027 | 115212 | 115236 |
| &nbsp;&nbsp; Series 2024-P4, Class A3, 4.64%, 01/10/2030 | 399587 | 401259 |
|  CNH Equipment Trust, Series 2024-C, Class A3, 4.03%, 01/15/2030 | 1000000 | 998445 |
|  DB Master Finance Parent LLC, Series 2021-1A, Class A2I, 2.05%, 11/20/2051 <sup>(a)</sup> | 622375 | 612657 |
| Ford Credit Auto Owner Trust | Ford Credit Auto Owner Trust | Ford Credit Auto Owner Trust |
| &nbsp;&nbsp; Series 2024-A, Class A3, 5.09%, 12/15/2028 | 910630 | 916234 |
| &nbsp;&nbsp; Series 2024-C, Class A3, 4.07%, 07/15/2029 | 2450000 | 2451321 |
| &nbsp;&nbsp; Series 2024-D, Class A3, 4.61%, 08/15/2029 | 750000 | 754502 |
| GM Financial Consumer Automobile Receivables Trust | GM Financial Consumer Automobile Receivables Trust | GM Financial Consumer Automobile Receivables Trust |
| &nbsp;&nbsp; Series 2023-4, Class A3, 5.78%, 08/16/2028 | 756339 | 764016 |
| &nbsp;&nbsp; Series 2024-2, Class A3, 5.10%, 03/16/2029 | 608772 | 612024 |
| GM Financial Leasing Trust | GM Financial Leasing Trust | GM Financial Leasing Trust |
| &nbsp;&nbsp; Series 2024-2, Class A3, 5.39%, 07/20/2027 | 1207398 | 1210450 |
| &nbsp;&nbsp; Series 2026-1, Class A3, 3.88%, 01/22/2029 | 1000000 | 994928 |
| Hilton Grand Vacations, Inc. | Hilton Grand Vacations, Inc. | Hilton Grand Vacations, Inc. |
| &nbsp;&nbsp; Series 2023-1A, Class A, 5.72%, 01/25/2038 <sup>(a)</sup> | 45961 | 46584 |
| &nbsp;&nbsp; Series 2024-2A, Class A, 5.50%, 03/25/2038 <sup>(a)</sup> | 253427 | 257102 |
| Honda Auto Receivables Owner Trust | Honda Auto Receivables Owner Trust | Honda Auto Receivables Owner Trust |
| &nbsp;&nbsp; Series 2024-1, Class A3, 5.21%, 08/15/2028 | 609992 | 614215 |
| &nbsp;&nbsp; Series 2026-1, Class A3, 3.78%, 09/23/2030 | 1885000 | 1874627 |
| IPFS Corp. | IPFS Corp. | IPFS Corp. |
| &nbsp;&nbsp; Series 2024-B, Class A, 4.95%, 02/15/2029 <sup>(a)</sup> | 500000 | 503009 |
| &nbsp;&nbsp; Series 2024-D, Class A, 5.34%, 04/15/2029 <sup>(a)</sup> | 1240000 | 1258054 |
|  LAD Auto Receivables Trust, Series 2026-1A, Class A3, 3.92%, 04/15/2031 <sup>(a)</sup> | 1000000 | 991309 |
| MVW Owner Trust | MVW Owner Trust | MVW Owner Trust |
| &nbsp;&nbsp; Series 2024-1A, Class A, 5.32%, 02/20/2043 <sup>(a)</sup> | 1441645 | 1460394 |
| &nbsp;&nbsp; Series 2025-1A, Class A, 4.97%, 09/22/2042 <sup>(a)</sup> | 436602 | 439745 |
|  Sierra Timeshare Conduit Receivables Funding LLC, Series 2023-2A, Class A, 5.80%, 04/20/2040 <sup>(a)</sup> | 79155 | 80671 |
|  Taco Bell Corp., Series 2021-1A, Class A2I, 1.95%, 08/25/2051 <sup>(a)</sup> | 1007063 | 984379 |
|  Toyota Auto Receivables Owner Trust, Series 2024-B, Class A3, 5.33%, 01/16/2029 | 2358116 | 2380682 |
|  Toyota Lease Owner Trust, Series 2024-A, Class A3, 5.25%, 04/20/2027 <sup>(a)</sup> | 36540 | 36587 |
|  Volkswagen Auto Lease Trust, Series 2024-A, Class A3, 5.21%, 06/21/2027 | 1131878 | 1135593 |
|  World Omni Auto Trust, Series 2026-A, Class A3, 3.86%, 05/15/2031 | 1300000 | 1291539 |
| **TOTAL ASSET-BACKED SECURITIES** (Cost $27,652,876) | **TOTAL ASSET-BACKED SECURITIES** (Cost $27,652,876) | 27747158 |
| **U.S. GOVERNMENT AGENCY ISSUES - 4.2%** | **Par**  | **Value**  |
| Federal Home Loan Banks | Federal Home Loan Banks | Federal Home Loan Banks |
| &nbsp;&nbsp; 4.00%, 03/10/2027 | 1500000 | 1502720 |
| &nbsp;&nbsp; 1.10%, 02/25/2028 | 2365000 | 2244420 |
| &nbsp;&nbsp; 3.50%, 03/03/2028 | 7000000 | 6964491 |
|  Federal National Mortgage Association, 0.75%, 10/08/2027 | 3825000 | 3652759 |
| **TOTAL U.S. GOVERNMENT AGENCY ISSUES** (Cost $14,282,892) | **TOTAL U.S. GOVERNMENT AGENCY ISSUES** (Cost $14,282,892) | 14364390 |
| **MUNICIPAL BONDS - 0.3%** | **Par**  | **Value**  |
|  ARDN 2025-ARCP Mortgage Trust, Series 2025-ARCP, Class A, 5.42% (1 mo. Term SOFR + 1.75%), 06/15/2035, (1.75% Floor) <sup>(a)</sup> | 1000000 | 995938 |
| **TOTAL MUNICIPAL BONDS** (Cost $1,000,000) | **TOTAL MUNICIPAL BONDS** (Cost $1,000,000) | 995938 |
| **TOTAL INVESTMENTS - 85.2% (**Cost $292,319,156**)** | **TOTAL INVESTMENTS - 85.2% (**Cost $292,319,156**)** | $292525262 |
| Money Market Deposit Account - 6.0% <sup>(d)(e)</sup> | Money Market Deposit Account - 6.0% <sup>(d)(e)</sup> | 20617277 |
| Other Assets in Excess of Liabilities - 8.8% <sup>(f)</sup> | Other Assets in Excess of Liabilities - 8.8% <sup>(f)</sup> | 30376045 |
| **TOTAL NET ASSETS - 100.0%** |  | $343518584 |
| Par amount is in USD unless otherwise indicated. | Par amount is in USD unless otherwise indicated. |  |
| Percentages are stated as a percent of net assets. | Percentages are stated as a percent of net assets. |  |

---

---

| |
|:---|
| CMT - Constant Maturity Treasury |
| LLC - Limited Liability Company |
| LP - Limited Partnership |
| PLC - Public Limited Company |
| REIT - Real Estate Investment Trust |
| SOFR - Secured Overnight Financing Rate |

---

(a) Security is exempt from registration pursuant to Rule 144A under the Securities Act of 1933, as amended. These securities may only be resold in transactions exempt from registration to qualified institutional
 investors. As of March 31, 2026, the value of these securities total $56,223,836 or 16.4% of the Fund's net assets.

(b) Represents less than 0.05% of net assets.

(c) Coupon rate is variable based on the weighted average coupon of the underlying collateral. To the extent the weighted average coupon of the underlying assets which comprise the collateral increases or decreases, the
 coupon rate of this security will increase or decrease correspondingly. The rate disclosed is as of March 31, 2026.

(d) The U.S. Bank Money Market Deposit Account (the "MMDA") is a short-term vehicle in which the Fund holds cash balances. The MMDA will bear interest at a variable rate that is determined based on market conditions and
 is subject to change daily. The rate as of March 31, 2026 was 3.45%.

(e) A portion of this deposit account is pledged as collateral for derivative contracts. As of the reporting date, the value of the collateral totals $1,336,265.

(f) Includes assets pledges as collateral for derivative contracts. As of the reporting date, the value of these assets totals $32,946,404.

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **LoCorr Market Trend Fund** | **LoCorr Market Trend Fund** | **LoCorr Market Trend Fund** | **LoCorr Market Trend Fund** | **LoCorr Market Trend Fund** |
| **Consolidated Schedule of Futures Contracts** | **Consolidated Schedule of Futures Contracts** | **Consolidated Schedule of Futures Contracts** | **Consolidated Schedule of Futures Contracts** | **Consolidated Schedule of Futures Contracts** |
| **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** |
| **Description** | **Contracts Purchased** | **Expiration Date** | **Notional Value** | **Value / Unrealized**<br> **Appreciation** <br> (Depreciation) |
| &nbsp;&nbsp;&nbsp;&nbsp;Arabica Coffee | 10 | 05/18/2026 | $1118813  | $(30364)  |
| &nbsp;&nbsp;&nbsp;&nbsp;Brent Crude Oil | 49 | 04/30/2026 | 5094530 | (89470) |
| &nbsp;&nbsp;&nbsp;&nbsp;CAC40 10 Euro Index | 29 | 04/17/2026 | 2622925 | 32706 |
| &nbsp;&nbsp;&nbsp;&nbsp;Canadian 10 Year Government Bonds | 138 | 06/19/2026 | 11905240 | (115953) |
| &nbsp;&nbsp;&nbsp;&nbsp;Corn No. 2 Yellow | 213 | 05/14/2026 | 4875038 | (77383) |
| &nbsp;&nbsp;&nbsp;&nbsp;Crude Oil | 39 | 04/21/2026 | 3953820 | 271006 |
| &nbsp;&nbsp;&nbsp;&nbsp;Crude Soybean Oil | 131 | 05/14/2026 | 5413968 | 733703 |
| &nbsp;&nbsp;&nbsp;&nbsp;Dollar Index | 39 | 06/15/2026 | 3890601 | 36354 |
| &nbsp;&nbsp;&nbsp;&nbsp;Dow Jones Industrial Average Index | 28 | 06/18/2026 | 6521480 | (2876) |
| &nbsp;&nbsp;&nbsp;&nbsp;Euro STOXX 50 Quanto Index | 72 | 06/19/2026 | 4573027 | (36584) |
| &nbsp;&nbsp;&nbsp;&nbsp;FTSE 100 Index | 184 | 06/19/2026 | 24838734 | (308643) |
| &nbsp;&nbsp;&nbsp;&nbsp;German Stock Index | 9 | 06/19/2026 | 5939162 | (87579) |
| &nbsp;&nbsp;&nbsp;&nbsp;Gold | 15 | 06/26/2026 | 7017900 | 227280 |
| &nbsp;&nbsp;&nbsp;&nbsp;Hard Red Winter Wheat | 161 | 07/14/2026 | 5222438 | 150783 |
| &nbsp;&nbsp;&nbsp;&nbsp;London Metals - Aluminum<sup>(a)</sup> | 102 | 06/15/2026 | 8879457 | 886371 |
| &nbsp;&nbsp;&nbsp;&nbsp;London Metals - Copper<sup>(a)</sup> | 43 | 06/15/2026 | 13258533 | (784721) |
| &nbsp;&nbsp;&nbsp;&nbsp;London Metals - Zinc<sup>(a)</sup> | 60 | 06/15/2026 | 4864500 | (172804) |
| &nbsp;&nbsp;&nbsp;&nbsp;Long Gilt | 56 | 06/26/2026 | 6507094 | (297155) |
| &nbsp;&nbsp;&nbsp;&nbsp;Low Sulphur Gas Oil | 59 | 05/12/2026 | 7311575 | 440378 |
| &nbsp;&nbsp;&nbsp;&nbsp;Nasdaq 100 Index | 23 | 06/18/2026 | 11000900 | (288016) |
| &nbsp;&nbsp;&nbsp;&nbsp;Nikkei 225 Index | 56 | 06/11/2026 | 18052109 | (1183677) |
| &nbsp;&nbsp;&nbsp;&nbsp;NY Harbor ULSD | 30 | 04/30/2026 | 5183388 | 110204 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reformulated Gasoline Blendstock | 43 | 04/30/2026 | 5786243 | 149675 |
| &nbsp;&nbsp;&nbsp;&nbsp;Russell 2000 Index | 119 | 06/18/2026 | 14947590 | (41713) |
| &nbsp;&nbsp;&nbsp;&nbsp;S&P 500 Index | 20 | 06/18/2026 | 6570750 | (94110) |
| &nbsp;&nbsp;&nbsp;&nbsp;Soybean Meal | 105 | 05/14/2026 | 3322200 | (97839) |
| &nbsp;&nbsp;&nbsp;&nbsp;Soybeans | 292 | 05/14/2026 | 17096600 | 4690 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOPIX Index | 102 | 06/11/2026 | 22520273 | (1111160) |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Long Bonds | 25 | 06/18/2026 | 2846875 | 16312 |
| &nbsp;&nbsp;&nbsp;&nbsp;Wheat | 105 | 05/14/2026 | 3235313 | 83538 |
|  |  |  |  | $(1677047)  |
|  |  |  |  | – |
| **Description** | **Contracts Sold** | **Expiration Date** | **Notional Value** | **Value / Unrealized**<br> **Appreciation** <br> (Depreciation) |
| &nbsp;&nbsp;&nbsp;&nbsp;10 Year Japanese Government Bonds | (15) | 06/12/2026 | $1232948  | $6799  |
| &nbsp;&nbsp;&nbsp;&nbsp;3 Month Euribor | (712) | 06/14/2027 | 199919784 | 195341 |
| &nbsp;&nbsp;&nbsp;&nbsp;3-Month Secured Overnight Financing Rate | (594) | 09/14/2027 | 143220825 | 45070 |
| &nbsp;&nbsp;&nbsp;&nbsp;Australian Government 10 Year Bonds | (603) | 06/15/2026 | 44829878 | 367611 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cotton No.2 | (75) | 05/06/2026 | 2625000 | (212261) |
| &nbsp;&nbsp;&nbsp;&nbsp;Euro-BOBL | (627) | 06/08/2026 | 83654596 | (39566) |
| &nbsp;&nbsp;&nbsp;&nbsp;Euro-Bund | (45) | 06/08/2026 | 6521973 | (16316) |
| &nbsp;&nbsp;&nbsp;&nbsp;Euro-Schatz | (1804) | 06/08/2026 | 220506033 | 1042155 |
| &nbsp;&nbsp;&nbsp;&nbsp;Hang Seng Index | (3) | 04/29/2026 | 473556 | (249) |
| &nbsp;&nbsp;&nbsp;&nbsp;ICE 3 Month SONIA Rate | (13) | 09/14/2027 | 4116486 | (3853) |
| &nbsp;&nbsp;&nbsp;&nbsp;Japanese 10 Year Government Bonds | (51) | 06/15/2026 | 41875240 | 468754 |
| &nbsp;&nbsp;&nbsp;&nbsp;London Cocoa | (23) | 05/13/2026 | 757108 | 135998 |
| &nbsp;&nbsp;&nbsp;&nbsp;London Metals - Aluminum<sup>(a)</sup> | (7) | 06/15/2026 | 609374 | (55411) |
| &nbsp;&nbsp;&nbsp;&nbsp;London Metals - Copper<sup>(a)</sup> | (13) | 06/15/2026 | 4008394 | 42198 |
| &nbsp;&nbsp;&nbsp;&nbsp;London Metals - Zinc<sup>(a)</sup> | (24) | 06/15/2026 | 1945800 | (99986) |
| &nbsp;&nbsp;&nbsp;&nbsp;Natural Gas | (55) | 04/28/2026 | 1586200 | 23800 |
| &nbsp;&nbsp;&nbsp;&nbsp;Silver | (3) | 05/27/2026 | 1123785 | (49642) |
| &nbsp;&nbsp;&nbsp;&nbsp;Sugar #11 | (167) | 04/30/2026 | 2902861 | (290192) |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury 10 Year Notes | (137) | 06/18/2026 | 15213422 | (84306) |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury 2 Year Notes | (663) | 06/30/2026 | 137536242 | 420167 |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury 5 Year Note | (295) | 06/30/2026 | 31913008 | (127612) |
|  |  |  |  | $1768499  |
| **Net Unrealized Appreciation (Depreciation)** |  | $– | $– | $91452  |

---

(a) London Metal Exchange ("LME") futures contracts settle on their respective maturity date, and do not have daily cash movements like other futures contracts.

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **LoCorr Market Trend Fund** | **LoCorr Market Trend Fund** | **LoCorr Market Trend Fund** | **LoCorr Market Trend Fund** | **LoCorr Market Trend Fund** | **LoCorr Market Trend Fund** | **LoCorr Market Trend Fund** |
| **Consolidated Schedule of Forward Currency Contracts** | **Consolidated Schedule of Forward Currency Contracts** | **Consolidated Schedule of Forward Currency Contracts** | **Consolidated Schedule of Forward Currency Contracts** | **Consolidated Schedule of Forward Currency Contracts** | **Consolidated Schedule of Forward Currency Contracts** | **Consolidated Schedule of Forward Currency Contracts** |
| **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** |
| **Counterparty** | **Settlement Date** | **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Unrealized**<br> **Appreciation**<br> (Depreciation) |
| Bank of America | 04/01/2026 | AUD | 633000 | USD | 433730 | $3003  |
| Bank of America | 04/02/2026 | AUD | 1321000 | USD | 911346 | 54 |
| Bank of America | 04/01/2026 | CAD | 6741000 | USD | 4843521 | 2501 |
| Bank of America | 04/01/2026 | CHF | 1368000 | USD | 1710202 | 842 |
| Bank of America | 04/02/2026 | CHF | 376000 | USD | 470254 | 84 |
| Bank of America | 04/01/2026 | EUR | 2800000 | USD | 3208447 | 28095 |
| Bank of America | 04/02/2026 | EUR | 2287000 | USD | 2641522 | 2160 |
| Bank of America | 04/01/2026 | GBP | 324000 | USD | 427114 | 1729 |
| Bank of America | 04/02/2026 | GBP | 1401000 | USD | 1854299 | 46 |
| Bank of America | 04/01/2026 | JPY | 1029986000 | USD | 6451022 | 39468 |
| Bank of America | 04/02/2026 | JPY | 183726000 | USD | 1156685 | 1168 |
| Bank of America | 04/01/2026 | MXN | 4000 | USD | 221 | 2 |
| Bank of America | 04/01/2026 | NZD | 404000 | USD | 231026 | 1140 |
| Bank of America | 04/02/2026 | NZD | 253000 | USD | 145321 | 75 |
| Bank of America | 06/17/2026 | USD | 18324450 | AUD | 26113000 | 328752 |
| Bank of America | 06/17/2026 | USD | 40793881 | CAD | 56061000 | 355521 |
| Bank of America | 04/01/2026 | USD | 1711245 | CHF | 1368000 | 202 |
| Bank of America | 06/17/2026 | USD | 26109993 | CHF | 20402000 | 373685 |
| Bank of America | 06/17/2026 | USD | 64555213 | EUR | 55631000 | 22582 |
| Bank of America | 06/17/2026 | USD | 24264078 | GBP | 18168000 | 222760 |
| Bank of America | 06/17/2026 | USD | 715169 | MXN | 12797000 | 6040 |
| Bank of America | 06/17/2026 | USD | 8652346 | NZD | 14744000 | 156229 |
| Bank of America | 06/17/2026 | AUD | 96589000 | USD | 69075688 | (2511659) |
| Bank of America | 06/17/2026 | CAD | 2578000 | USD | 1884102 | (24519) |
| Bank of America | 06/17/2026 | CHF | 3434000 | USD | 4385076 | (53222) |
| Bank of America | 06/17/2026 | EUR | 21017000 | USD | 24403927 | (23953) |
| Bank of America | 06/17/2026 | GBP | 10496000 | USD | 14012652 | (123524) |
| Bank of America | 06/17/2026 | JPY | 2131938000 | USD | 13565941 | (43507) |
| Bank of America | 06/17/2026 | MXN | 422761000 | USD | 23779786 | (353050) |
| Bank of America | 06/17/2026 | NZD | 16086000 | USD | 9479559 | (210125) |
| Bank of America | 04/01/2026 | USD | 433858 | AUD | 633000 | (2874) |
| Bank of America | 04/02/2026 | USD | 906028 | AUD | 1321000 | (5372) |
| Bank of America | 04/01/2026 | USD | 4836821 | CAD | 6741000 | (9202) |
| Bank of America | 04/02/2026 | USD | 469003 | CHF | 376000 | (1336) |
| Bank of America | 04/01/2026 | USD | 3221196 | EUR | 2800000 | (15347) |
| Bank of America | 04/02/2026 | USD | 2626726 | EUR | 2287000 | (16956) |
| Bank of America | 04/01/2026 | USD | 428324 | GBP | 324000 | (519) |
| Bank of America | 04/02/2026 | USD | 1850346 | GBP | 1401000 | (3999) |
| Bank of America | 04/01/2026 | USD | 6447861 | JPY | 1029986000 | (42629) |
| Bank of America | 04/02/2026 | USD | 1152750 | JPY | 183726000 | (5103) |
| Bank of America | 06/17/2026 | USD | 66924178 | JPY | 10558341000 | (45156) |
| Bank of America | 04/01/2026 | USD | 221 | MXN | 4000 | (3) |
| Bank of America | 04/01/2026 | USD | 231375 | NZD | 404000 | (792) |
| Bank of America | 04/02/2026 | USD | 144583 | NZD | 253000 | (813) |
| **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | $(1947522)  |
| AUD - Australian Dollars | AUD - Australian Dollars | AUD - Australian Dollars | AUD - Australian Dollars | AUD - Australian Dollars | AUD - Australian Dollars | AUD - Australian Dollars |
| CAD - Canadian Dollar | CAD - Canadian Dollar | CAD - Canadian Dollar | CAD - Canadian Dollar | CAD - Canadian Dollar | CAD - Canadian Dollar | CAD - Canadian Dollar |
| CHF - Swiss Franc | CHF - Swiss Franc | CHF - Swiss Franc | CHF - Swiss Franc | CHF - Swiss Franc | CHF - Swiss Franc | CHF - Swiss Franc |
| EUR - Euro | EUR - Euro | EUR - Euro | EUR - Euro | EUR - Euro | EUR - Euro | EUR - Euro |
| GBP - British Pound | GBP - British Pound | GBP - British Pound | GBP - British Pound | GBP - British Pound | GBP - British Pound | GBP - British Pound |
| JPY - Japanese Yen | JPY - Japanese Yen | JPY - Japanese Yen | JPY - Japanese Yen | JPY - Japanese Yen | JPY - Japanese Yen | JPY - Japanese Yen |
| MXN - Mexican Peso | MXN - Mexican Peso | MXN - Mexican Peso | MXN - Mexican Peso | MXN - Mexican Peso | MXN - Mexican Peso | MXN - Mexican Peso |
| NZD - New Zealand Dollar | NZD - New Zealand Dollar | NZD - New Zealand Dollar | NZD - New Zealand Dollar | NZD - New Zealand Dollar | NZD - New Zealand Dollar | NZD - New Zealand Dollar |
| USD - United States Dollar | USD - United States Dollar | USD - United States Dollar | USD - United States Dollar | USD - United States Dollar | USD - United States Dollar | USD - United States Dollar |

---

------

#### Summary of Fair Value Disclosure as of March 31, 2026 (Unaudited)
LoCorr Market Trend Fund (the "Fund") has adopted fair value accounting standards which establish a definition of fair value and set out a hierarchy for measuring fair value. These standards require additional disclosures about the various inputs and valuation techniques used to develop the measurements of fair value, a discussion of changes in valuation techniques and related inputs during the period, and expanded disclosure of valuation levels for major security types. These inputs are summarized in the three broad levels listed below. The inputs or valuation methodology used for valuing securities are not an indication of the risk associated with investing in those securities.

Level 1 - Unadjusted quoted prices in active markets for identical assets or liabilities that the Fund has the ability to access.

Level 2 - Observable inputs other than quoted prices included in Level 1 that are observable for the asset or liability, either directly or indirectly. These inputs may include quoted prices for the identical instrument on an inactive market, prices for similar instruments, interest rates, prepayment speeds, credit risk, yield curves, default rates and similar data.

Level 3 - Unobservable inputs for the asset or liability, to the extent relevant observable inputs are not available, representing the Fund's own assumptions about the assumptions a market participant would use in valuing the asset or liability, and based on the best information available.

The following is a summary of the fair valuation hierarchy of the Fund's securities as of March 31, 2026:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **<u>Level 1</u>** | **<u>Level 2</u>** | **<u>Level 3</u>** | **<u>Total</u>** |
| **Assets:** | | | | |
| <u>Investments:</u> |  |  |  |  |
|  &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Securities | $– | $148155145 | $– | $148155145 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Corporate Bonds | – | 62377007 | – | 62377007 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Mortgage-Backed Securities | – | 38885624 | – | 38885624 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Asset-Backed Securities | – | 27747158 | – | 27747158 |
|  &nbsp;&nbsp;&nbsp;&nbsp;U.S. Government Agency Issues | – | 14364390 | – | 14364390 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Municipal Bonds | – | 995938 | – | 995938 |
| Total Investments | $– | $292525262 | $– | $292525262 |
| <u>Other Financial Instruments:</u> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Futures Contracts \* | $5890893 | $– | $– | $5890893 |
| &nbsp;&nbsp;&nbsp;&nbsp;Forward Currency Contracts \* | – | 1546138 | – | 1546138 |
| Total Other Financial Instruments | $5890893 | $1546138 | $– | $7437031 |
| **Liabilities:** |  |  |  |  |
| <u>Other Financial Instruments:</u> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Futures Contracts \* | $(5799441) | $– | $– | $(5799441) |
| &nbsp;&nbsp;&nbsp;&nbsp;Forward Currency Contracts \* | – | (3493660) | – | (3493660) |
| Total Other Financial Instruments | $(5799441) | $(3493660) | $– | $(9293101) |
| \* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of March 31, 2026. | \* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of March 31, 2026. | \* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of March 31, 2026. | \* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of March 31, 2026. | \* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of March 31, 2026. |
| Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. |

---

## 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 Market Trend Fund

- **b. EDGAR series identifier (if any):** S000045488

- **c. LEI of Series:** 549300697PUASVHG5W49

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

- **a. Date of fiscal year-end:** 2026-12-31

- **b. Date as of which information is reported:** 2026-03-31

**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:** $406291069.43

**Total Liabilities:** $63019366.09

**Net Assets:** $343271703.34

**Amount of Assets Invested in Other Investment Companies:** $9412846.15

**Delayed Delivery Securities:** $2250000.00

**Cash Not Reported:** $32667889.24

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -170267.440000000000 | **1-Year:** 26357.190000000000 | **5-Year:** 38304.570000000000 | **10-Year:** 111.250000000000 | **30-Year:** 0.000000000000

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

- **3-Month:** 25.950000000000 | **1-Year:** 1.470000000000 | **5-Year:** 0.000000000000 | **10-Year:** 0.000000000000 | **30-Year:** 0.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000141580 | 6.66%                | 3.63%                | 2.36%                |
| Class ID C000141581 | 6.65%                | 3.62%                | 2.27%                |
| Class ID C000141582 | 6.67%                | 3.72%                | 2.36%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $175431.17               | $-450207.44                                |
| Month 2  | $13960.48                | $956117.76                                 |
| Month 3  | $95421.03                | $-2795738.93                               |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AT&T INC                       | AT&T Inc                                                  | CUSIP: 00206RNF5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    415000 | PA      | $410829.04    | 0.12%             | 2031-04-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES            | Abbott Laboratories                                       | CUSIP: 002824BS8<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    565000 | PA      | $556181.42    | 0.16%             | 2031-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                     | AbbVie Inc                                                | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    355000 | PA      | $360693.14    | 0.11%             | 2029-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ALEN 2021-ACEN Mortgage Trust  | Alen 2021-ACEN Mortgage Trust                             | CUSIP: 01449NAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $567000.00    | 0.17%             | 2034-04-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                 | Amazon.com Inc                                            | CUSIP: 023135DC7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1084119.83   | 0.32%             | 2029-03-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMCOR GROUP FINANCE            | Amcor Group Finance PLC                                   | CUSIP: 02344BAA4<br>LEI: 2549008XHB8M1L64J275 | Long             | DBT              | CORP              | GB        |   1605000 | PA      | $1644255.11   | 0.48%             | 2029-05-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| American Express Credit Accoun | American Express Credit Account Master Trust              | CUSIP: 02582JKH2<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |   1870000 | PA      | $1894923.55   | 0.55%             | 2029-04-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT          | American Homes 4 Rent LP                                  | CUSIP: 02666TAB3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    910000 | PA      | $914380.29    | 0.27%             | 2029-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                      | Amgen Inc                                                 | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    820000 | PA      | $831982.15    | 0.24%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust       | Angel Oak Mortgage Trust 2020-5                           | CUSIP: 03464WAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7146 | PA      | $6947.05      | 0.00%             | 2065-05-25      | Variable      | 2.04%                 | No            |                  2 | On Loan: No      |
| ARDN 2025-ARCP Mortgage Trust  | ARDN 2025-ARCP Mortgage Trust                             | CUSIP: 039961AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $995937.50    | 0.29%             | 2035-06-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| AUGUSTA SPINCO CORPORATI       | Augusta SpinCo Corp                                       | CUSIP: 051473AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $697996.92    | 0.20%             | 2029-03-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AUGUSTA SPINCO CORPORATI       | Augusta SpinCo Corp                                       | CUSIP: 051473AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1029933.94   | 0.30%             | 2031-03-23      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding | Avis Budget Rental Car Funding AESOP LLC                  | CUSIP: 05377RGJ7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $200633.76    | 0.06%             | 2027-10-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BLP Commercial Mortgage Trust  | BLP Commercial Mortgage Trust 2025-IND2                   | CUSIP: 05556WAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $999999.30    | 0.29%             | 2042-12-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Trust 2025-DELC                                        | CUSIP: 05594MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    355000 | PA      | $354999.72    | 0.10%             | 2042-12-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Trust 2026-RISE                                        | CUSIP: 05595AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2250000 | PA      | $2250000.00   | 0.66%             | 2041-04-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Trust 2022-VAMF                                        | CUSIP: 05609TAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    190256 | PA      | $190137.42    | 0.06%             | 2039-01-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Commercial Mortgage Trust 2024-XL5                     | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    916929 | PA      | $917978.93    | 0.27%             | 2041-03-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| BLP Commercial Mortgage Trust  | BLP Commercial Mortgage Trust 2024-IND2                   | CUSIP: 05625AAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    454028 | PA      | $453743.82    | 0.13%             | 2041-03-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP         | Bank of New York Mellon Corp/The                          | CUSIP: 06406RCG0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    305000 | PA      | $301808.46    | 0.09%             | 2030-01-22      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2022-BNK39                                           | CUSIP: 06539VAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    122849 | PA      | $121519.66    | 0.04%             | 2055-02-15      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| BOEING CO                      | Boeing Co/The                                             | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    935000 | PA      | $949116.80    | 0.28%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BOEING CO                      | Boeing Co/The                                             | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1161459.32   | 0.34%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART         | Brixmor Operating Partnership LP                          | CUSIP: 11120VAC7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    385000 | PA      | $384761.68    | 0.11%             | 2026-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                   | Broadcom Inc                                              | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    550000 | PA      | $552482.04    | 0.16%             | 2030-07-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                   | Broadcom Inc                                              | CUSIP: 11135FCZ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247780.86    | 0.07%             | 2031-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC              | Brown & Brown Inc                                         | CUSIP: 115236AH4<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    520000 | PA      | $521479.17    | 0.15%             | 2026-12-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                | CVS Health Corp                                           | CUSIP: 126650DW7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1661250.74   | 0.48%             | 2029-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust | Carvana Auto Receivables Trust 2024-P4                    | CUSIP: 14076LAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    399587 | PA      | $401259.19    | 0.12%             | 2030-01-10      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust        | CarMax Auto Owner Trust 2024-4                            | CUSIP: 14290DAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2450000 | PA      | $2466037.70   | 0.72%             | 2029-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust | Carvana Auto Receivables Trust 2022-P3                    | CUSIP: 14686MAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    115212 | PA      | $115236.19    | 0.03%             | 2027-11-10      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                             | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    815000 | PA      | $805808.20    | 0.23%             | 2031-09-11      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                    | Citibank NA                                               | CUSIP: 17325FBN7<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1285404.21   | 0.37%             | 2027-05-29      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust            | CNH Equipment Trust 2024-C                                | CUSIP: 18978GAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $998445.40    | 0.29%             | 2030-01-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS               | Connecticut Avenue Securities Trust 2022-R03              | CUSIP: 20753XAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1470000 | PA      | $1498410.69   | 0.44%             | 2042-03-25      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS               | Connecticut Avenue Securities Trust 2022-R04              | CUSIP: 20753YCK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1150000 | PA      | $1165769.15   | 0.34%             | 2042-03-25      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS               | Connecticut Avenue Securities Trust 2022-R05              | CUSIP: 20754DAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     35000 | PA      | $35497.60     | 0.01%             | 2042-04-25      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS               | Connecticut Avenue Securities Trust 2023-R06              | CUSIP: 20754EAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2050000 | PA      | $2094793.32   | 0.61%             | 2043-07-25      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS               | Connecticut Avenue Securities Trust 2024-R02              | CUSIP: 20754GAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    210000 | PA      | $210065.10    | 0.06%             | 2044-02-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS               | Connecticut Avenue Securities Trust 2022-R07              | CUSIP: 20754MCB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1050000 | PA      | $1091013.00   | 0.32%             | 2042-06-25      | Floating      | 8.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS               | Connecticut Avenue Securities Trust 2022-R06              | CUSIP: 20754NAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2375000 | PA      | $2439196.25   | 0.71%             | 2042-05-25      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS               | Connecticut Avenue Securities Trust 2023-R04              | CUSIP: 20754QAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $624217.08    | 0.18%             | 2043-05-25      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS               | Connecticut Avenue Securities Trust 2023-R02              | CUSIP: 20755AAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1445000 | PA      | $1492482.56   | 0.43%             | 2043-01-25      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS               | Connecticut Avenue Securities Trust 2023-R08              | CUSIP: 20755CAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    380000 | PA      | $386719.39    | 0.11%             | 2043-10-25      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS               | Connecticut Avenue Securities Trust 2022-R08              | CUSIP: 20755DAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1930000 | PA      | $1987066.24   | 0.58%             | 2042-07-25      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS               | Connecticut Avenue Securities Trust 2023-R01              | CUSIP: 207932AB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    865000 | PA      | $899170.27    | 0.26%             | 2042-12-25      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS               | Connecticut Avenue Securities Trust 2023-R05              | CUSIP: 207942AB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    550000 | PA      | $570241.87    | 0.17%             | 2043-06-25      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA             | Credit Agricole SA                                        | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    570000 | PA      | $576775.89    | 0.17%             | 2031-05-27      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                              | CUSIP: 225401BC1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1410000 | PA      | $1428643.01   | 0.42%             | 2027-12-22      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| Guaranteed Funding (DK) Limite | DK Trust 2025-LXP                                         | CUSIP: 23292LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    925000 | PA      | $925000.00    | 0.27%             | 2037-08-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC          | DB Master Finance LLC                                     | CUSIP: 233046AN1<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |    622375 | PA      | $612656.93    | 0.18%             | 2051-11-20      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS          | Duke Energy Carolinas LLC                                 | CUSIP: 26442CBP8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    790000 | PA      | $804156.52    | 0.23%             | 2030-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| EATON CORP                     | Eaton Corp                                                | CUSIP: 278058DX7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    745000 | PA      | $733849.33    | 0.21%             | 2031-03-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                   | Enbridge Inc                                              | CUSIP: 29250NBX2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    680000 | PA      | $705468.42    | 0.21%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                        | CUSIP: 29273VAR1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1256384.57   | 0.37%             | 2026-12-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| EQT Trust 2024-EXTR            | EQT Trust 2024-EXTR                                       | CUSIP: 29439DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    989520 | PA      | $1000649.21   | 0.29%             | 2041-07-05      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP             | Essex Portfolio LP                                        | CUSIP: 29717PAY3<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    495000 | PA      | $469697.68    | 0.14%             | 2028-03-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK         | Federal Home Loan Banks                                   | CUSIP: 3130ALBC7<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   2365000 | PA      | $2244420.03   | 0.65%             | 2028-02-25      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK         | Federal Home Loan Banks                                   | CUSIP: 3130B5K64<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   1500000 | PA      | $1502719.86   | 0.44%             | 2027-03-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK         | Federal Home Loan Banks                                   | CUSIP: 3130B9RC6<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   7000000 | PA      | $6964491.17   | 2.03%             | 2028-03-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                     | Federal National Mortgage Association                     | CUSIP: 3135G05Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   3825000 | PA      | $3652759.33   | 1.06%             | 2027-10-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV        | Fidelity National Information Services Inc                | CUSIP: 31620MCE4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    305000 | PA      | $302523.93    | 0.09%             | 2031-03-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO       | Florida Power & Light Co                                  | CUSIP: 341081GK7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    775000 | PA      | $787892.23    | 0.23%             | 2028-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO       | Florida Power & Light Co                                  | CUSIP: 341081GN1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1013785.90   | 0.30%             | 2028-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust   | Ford Credit Auto Owner Trust 2024-C                       | CUSIP: 34532UAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2450000 | PA      | $2451321.53   | 0.71%             | 2029-07-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust   | Ford Credit Auto Owner Trust 2024-A                       | CUSIP: 34535EAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    910630 | PA      | $916234.00    | 0.27%             | 2028-12-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust   | Ford Credit Auto Owner Trust 2024-D                       | CUSIP: 34535VAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $754502.40    | 0.22%             | 2029-08-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR            | Freddie Mac STACR REMIC Trust 2023-DNA1                   | CUSIP: 35564KP45<br>LEI: 5493000IRILHAKSCHN59 | Long             | ABS-MBS          | CORP              | US        |    745000 | PA      | $769996.17    | 0.22%             | 2043-03-25      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR            | Freddie Mac STACR REMIC Trust 2023-DNA2                   | CUSIP: 35564KT66<br>LEI: 5493000IRI80KQJUNK40 | Long             | ABS-MBS          | CORP              | US        |   1605000 | PA      | $1665581.05   | 0.49%             | 2043-04-25      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR            | Freddie Mac STACR REMIC Trust 2023-HQA1                   | CUSIP: 35564KX87<br>LEI: 5493000IRHY5YZIPQD14 | Long             | ABS-MBS          | CORP              | US        |    890000 | PA      | $929191.33    | 0.27%             | 2043-05-25      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasin | GM Financial Automobile Leasing Trust 2024-2              | CUSIP: 36269WAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1207398 | PA      | $1210450.06   | 0.35%             | 2027-07-20      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasin | GM Financial Automobile Leasing Trust 2026-1              | CUSIP: 36273VAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $994927.70    | 0.29%             | 2029-01-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term  | GM Financial Consumer Automobile Receivables Trust 2023-4 | CUSIP: 379930AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    756339 | PA      | $764016.03    | 0.22%             | 2028-08-16      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term  | GM Financial Consumer Automobile Receivables Trust 2024-2 | CUSIP: 379931AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    608772 | PA      | $612023.75    | 0.18%             | 2029-03-16      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                               | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    465000 | PA      | $486503.14    | 0.14%             | 2029-10-24      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                               | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    560000 | PA      | $569556.72    | 0.17%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                   | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1110767.85   | 0.32%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP       | Healthcare Realty Holdings LP                             | CUSIP: 42225UAF1<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |   2063000 | PA      | $2043226.45   | 0.60%             | 2027-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP       | Healthcare Realty Holdings LP                             | CUSIP: 42225UAM6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    890000 | PA      | $772693.59    | 0.23%             | 2031-03-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust   | Hilton Grand Vacations Trust 2024-2                       | CUSIP: 43283JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    253427 | PA      | $257101.84    | 0.07%             | 2038-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust   | Hilton Grand Vacations Trust 2023-1                       | CUSIP: 432917AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     45961 | PA      | $46583.61     | 0.01%             | 2038-01-25      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner T | Honda Auto Receivables 2024-1 Owner Trust                 | CUSIP: 437918AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    609992 | PA      | $614215.04    | 0.18%             | 2028-08-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner T | Honda Auto Receivables 2026-1 Owner Trust                 | CUSIP: 43815CAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1885000 | PA      | $1874627.22   | 0.55%             | 2030-09-23      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC        | Honeywell Aerospace Inc                                   | CUSIP: 43849RAC9<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1174228.92   | 0.34%             | 2029-03-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu | JPMBB Commercial Mortgage Securities Trust 2014-C22       | CUSIP: 46642NBH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    285623 | PA      | $281341.06    | 0.08%             | 2047-09-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                       | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3800000 | PA      | $3869258.91   | 1.13%             | 2031-04-22      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP LP           | Kite Realty Group LP                                      | CUSIP: 49803XAA1<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1121762.42   | 0.33%             | 2026-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO           | Kraft Heinz Foods Co                                      | CUSIP: 50077LBC9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    995000 | PA      | $988147.29    | 0.29%             | 2027-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KSL Resorts                    | KSL Commercial Mortgage Trust 2024-HT2                    | CUSIP: 500937AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1898277 | PA      | $1894716.48   | 0.55%             | 2039-12-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust     | LAD Auto Receivables Trust 2026-1                         | CUSIP: 505708AC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $991309.40    | 0.29%             | 2031-04-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| MCR Mortgage Trust             | MCR 2024-HTL Mortgage Trust                               | CUSIP: 55286PAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    805692 | PA      | $804684.42    | 0.23%             | 2037-02-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| MAPLE PARENT HLDS CO           | Maple Parent Holdings Corp                                | CUSIP: 56530KAA4<br>LEI: 254900J6FBJ1E892Q074 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124997.47    | 0.04%             | 2029-03-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MARS INC                       | Mars Inc                                                  | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   2295000 | PA      | $2308879.98   | 0.67%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MARS INC                       | Mars Inc                                                  | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   3185000 | PA      | $3218780.30   | 0.94%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK        | Morgan Stanley Private Bank NA                            | CUSIP: 61776NZU0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1868438.89   | 0.54%             | 2028-11-17      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK        | Morgan Stanley Private Bank NA                            | CUSIP: 61776NZW6<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   5740000 | PA      | $5652821.28   | 1.65%             | 2031-11-19      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| MTN Commercial Mortgage Trust  | MTN Commercial Mortgage Trust 2022-LPFL                   | CUSIP: 62475WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1499062.50   | 0.44%             | 2039-03-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                | MVW 2025-1 LLC                                            | CUSIP: 627924AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    436602 | PA      | $439744.87    | 0.13%             | 2042-09-22      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                | MVW 2024-1 LLC                                            | CUSIP: 62847RAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1441645 | PA      | $1460394.34   | 0.43%             | 2043-02-20      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| NYC Trust                      | NYCT Trust 2024-3ELV                                      | CUSIP: 62956HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1875000 | PA      | $1874997.19   | 0.55%             | 2029-08-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC            | NatWest Markets PLC                                       | CUSIP: 63906YAJ7<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   1015000 | PA      | $1041703.64   | 0.30%             | 2029-05-17      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP          | Novartis Capital Corp                                     | CUSIP: 66989HBF4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    570000 | PA      | $569264.07    | 0.17%             | 2029-03-16      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| NRTH PARK Mortgage Trust       | NRTH Commercial Mortgage Trust 2025-PARK                  | CUSIP: 669985AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1300000 | PA      | $1298779.56   | 0.38%             | 2040-10-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC        | O'Reilly Automotive Inc                                   | CUSIP: 67103HAJ6<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    525000 | PA      | $518713.67    | 0.15%             | 2030-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC        | O'Reilly Automotive Inc                                   | CUSIP: 67103HAM9<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    760000 | PA      | $766304.44    | 0.22%             | 2026-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ONNI Commercial Mortgage Trust | ONNI Commerical Mortgage Trust 2024-APT                   | CUSIP: 682939AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1011999.10   | 0.29%             | 2039-07-15      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                               | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    580000 | PA      | $580212.22    | 0.17%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                               | CUSIP: 68389XDX0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    700000 | PA      | $685348.13    | 0.20%             | 2031-02-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.            | PFS Financing Corp                                        | CUSIP: 69335PFE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $503009.30    | 0.15%             | 2029-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.            | PFS Financing Corp                                        | CUSIP: 69335PFJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1240000 | PA      | $1258053.53   | 0.37%             | 2029-04-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| PKHL Commercial Mortgage Trust | PKHL Commercial Mortgage Trust 2021-MF                    | CUSIP: 69356GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $945509.90    | 0.28%             | 2038-07-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC         | Philip Morris International Inc                           | CUSIP: 718172DN6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    920000 | PA      | $927781.66    | 0.27%             | 2029-11-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SCG Hotel Issuer Inc           | SCG Trust 2025-SNIP                                       | CUSIP: 78398JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1499998.65   | 0.44%             | 2042-09-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| SMR 2022-IND Mortgage Trust    | SMR 2022-IND Mortgage Trust                               | CUSIP: 78458MAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1137981 | PA      | $1135274.27   | 0.33%             | 2039-02-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co  | Sierra Timeshare 2023-2 Receivables Funding LLC           | CUSIP: 82650BAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     79155 | PA      | $80671.23     | 0.02%             | 2040-04-20      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS       | South Bow USA Infrastructure Holdings LLC                 | CUSIP: 83007CAB8<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    415000 | PA      | $416656.83    | 0.12%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC               | T-Mobile USA Inc                                          | CUSIP: 87264ADA0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    600000 | PA      | $605660.66    | 0.18%             | 2028-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC               | T-Mobile USA Inc                                          | CUSIP: 87264ADE2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1213674.14   | 0.35%             | 2029-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC         | Taco Bell Funding LLC                                     | CUSIP: 87342RAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1007062 | PA      | $984378.82    | 0.29%             | 2051-08-25      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES       | Texas Capital Bancshares Inc                              | CUSIP: 88224QAC1<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |    505000 | PA      | $498397.77    | 0.15%             | 2032-02-27      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner  | Toyota Auto Receivables 2024-B Owner Trust                | CUSIP: 89237NAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2358116 | PA      | $2380682.25   | 0.69%             | 2029-01-16      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Toyota Lease Owner Trust       | Toyota Lease Owner Trust 2024-A                           | CUSIP: 89238GAD3<br>LEI: 254900MVSB4M6HOIRE71 | Long             | ABS-O            | CORP              | US        |     36540 | PA      | $36586.85     | 0.01%             | 2027-04-20      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| US BANK MMDA - USBGFS 9        | US BANK MMDA - USBGFS 9                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |  20617277 | NS      | $20617276.72  | 6.01%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                          | CUSIP: 91282CDF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21070000 | PA      | $19813207.37  | 5.77%             | 2028-10-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                          | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17505000 | PA      | $17187038.13  | 5.01%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                          | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19860000 | PA      | $19936026.46  | 5.81%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                          | CUSIP: 91282CHM6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1095000 | PA      | $1097297.79   | 0.32%             | 2026-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                          | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14535000 | PA      | $14701357.58  | 4.28%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                          | CUSIP: 91282CKJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10320000 | PA      | $10399502.80  | 3.03%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                          | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25165000 | PA      | $25732195.44  | 7.50%             | 2029-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                          | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3135000 | PA      | $3130468.95   | 0.91%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                          | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13500000 | PA      | $13333886.69  | 3.88%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                          | CUSIP: 91282CPR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4380000 | PA      | $4320972.67   | 1.26%             | 2030-12-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                          | CUSIP: 91282CQA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9440000 | PA      | $9356662.55   | 2.73%             | 2029-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                          | CUSIP: 91282CQB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9220000 | PA      | $9146528.13   | 2.66%             | 2028-02-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| RTX CORP                       | RTX Corp                                                  | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    495000 | PA      | $492898.27    | 0.14%             | 2028-11-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC         | UnitedHealth Group Inc                                    | CUSIP: 91324PEU2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1297687.55   | 0.38%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC         | UnitedHealth Group Inc                                    | CUSIP: 91324PFN7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    435000 | PA      | $436386.48    | 0.13%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust    | Volkswagen Auto Lease Trust 2024-A                        | CUSIP: 92866EAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1131878 | PA      | $1135592.67   | 0.33%             | 2027-06-21      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                          | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2830000 | PA      | $2878082.66   | 0.84%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2025-NYCH           | CUSIP: 95004KAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $991875.00    | 0.29%             | 2042-06-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE       | Wisconsin Public Service Corp                             | CUSIP: 976843BR2<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    665000 | PA      | $657270.37    | 0.19%             | 2031-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Tr | World Omni Auto Receivables Trust 2026-A                  | CUSIP: 98190AAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1300000 | PA      | $1291539.08   | 0.38%             | 2031-05-15      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| N/A                            | AUD/USD FWD 20260401                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2874.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | AUD/USD FWD 20260401                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $3002.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | AUD/USD FWD 20260617                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2511658.64  | -0.73%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | AUD/USD FWD 20260617                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $328775.35    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | 10YR MINI JGB FUT Jun26                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | SG        |       -12 | NC      | $6883.83      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SOYBEAN OIL FUTR  May26                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       131 | NC      | $733702.90    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CORN FUTURE       May26                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       207 | NC      | $-78442.50    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CAD/USD FWD 20260617                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $358328.95    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CAD/USD FWD 20260617                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-24518.69    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CAC40 10 EURO FUT Apr26                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | FR        |        29 | NC      | $32705.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CHF/USD FWD 20260401                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $201.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CHF/USD FWD 20260401                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $841.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CHF/USD FWD 20260617                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-53231.81    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CHF/USD FWD 20260617                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $373770.56    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | WTI CRUDE FUTURE  May26                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        39 | NC      | $271005.57    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CAN 10YR BOND FUT Jun26                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |       128 | NC      | $-116399.42   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | BRENT CRUDE FUTR  Jun26                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        49 | NC      | $-89469.87    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | COTTON NO.2 FUTR  May26                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -75 | NC      | $-212261.35   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | DJIA MINI e-CBOT  Jun26                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        28 | NC      | $-2876.18     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | EURO-SCHATZ FUT   Jun26                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |     -1804 | NC      | $1042155.13   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | DOLLAR INDEX      Jun26                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |        39 | NC      | $36353.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3MO EURO EURIBOR  Jun27                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      -702 | NC      | $195723.15    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | S&P500 EMINI FUT  Jun26                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        20 | NC      | $-94110.30    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | EUR/USD FWD 20260401                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-15346.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EUR/USD FWD 20260401                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $28095.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EUR/USD FWD 20260617                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-23997.30    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EUR/USD FWD 20260617                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $22886.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | US 5YR NOTE (CBT) Jun26                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -297 | NC      | $-129411.18   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LONG GILT FUTURE  Jun26                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        56 | NC      | $-297155.00   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | GBP/USD FWD 20260401                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-518.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | GBP/USD FWD 20260401                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1728.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | GBP/USD FWD 20260617                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-123515.84   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | GBP/USD FWD 20260617                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $222377.69    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | GOLD 100 OZ FUTR  Jun26                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        15 | NC      | $227280.45    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | DAX INDEX FUTURE  Jun26                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         9 | NC      | $-87579.15    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | NY Harb ULSD Fut  May26                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        30 | NC      | $110204.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | JPN 10Y BOND(OSE) Jun26                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |       -50 | NC      | $468944.75    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | JPY/USD FWD 20260401                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-42629.01    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | JPY/USD FWD 20260401                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $39468.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | JPY/USD FWD 20260617                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-45030.29    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | JPY/USD FWD 20260617                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-43575.88    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | COFFEE 'C' FUTURE May26                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        10 | NC      | $-30364.45    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | KC HRW WHEAT FUT  Jul26                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       157 | NC      | $150557.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME PRI ALUM FUTR Jun26                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -7 | NC      | $-55410.86    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME PRI ALUM FUTR Jun26                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       102 | NC      | $886371.04    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME COPPER FUTURE Jun26                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -13 | NC      | $42198.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME COPPER FUTURE Jun26                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        43 | NC      | $-784721.13   | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC FUTURE   Jun26                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        60 | NC      | $-172803.50   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC FUTURE   Jun26                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -24 | NC      | $-99985.92    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | MXN/USD FWD 20260401                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2.58        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | MXN/USD FWD 20260401                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $2.08         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | MXN/USD FWD 20260617                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-353049.64   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | MXN/USD FWD 20260617                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $6039.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | NATURAL GAS FUTR  May26                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -34 | NC      | $8009.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | NIKKEI 225  (OSE) Jun26                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |        52 | NC      | $-1181595.07  | -0.34%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | NASDAQ 100 E-MINI Jun26                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        20 | NC      | $-318205.35   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | NZD/USD FWD 20260401                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1139.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | NZD/USD FWD 20260401                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-791.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | NZD/USD FWD 20260617                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-210125.25   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | NZD/USD FWD 20260617                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $156317.98    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EURO-BOBL FUTURE  Jun26                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |      -492 | NC      | $-22709.19    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | COCOA FUTURE - IC May26                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -23 | NC      | $135997.82    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | Low Su Gasoil G   May26                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        62 | NC      | $475923.98    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | E-Mini Russ 2000  Jun26                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       131 | NC      | $-48309.07    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | EURO-BUND FUTURE  Jun26                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -11 | NC      | $-6873.17     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SOYBEAN FUTURE    May26                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       292 | NC      | $4689.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SUGAR #11 (WORLD) May26                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -177 | NC      | $-306469.96   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | ICE 3MTH SONIA FU Jun27                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       -13 | NC      | $-3853.36     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3 MONTH SOFR FUT  Jun27                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -685 | NC      | $84843.55     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SILVER FUTURE     May26                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -3 | NC      | $-49642.11    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SOYBEAN MEAL FUTR May26                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        98 | NC      | $-98591.34    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | TOPIX INDX FUTR   Jun26                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |        98 | NC      | $-1108133.36  | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US 2YR NOTE (CBT) Jun26                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -663 | NC      | $420167.10    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US 10YR NOTE (CBT)Jun26                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -181 | NC      | $-101230.15   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US LONG BOND(CBT) Jun26                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        17 | NC      | $21791.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | EURO STOXX 50     Jun26                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |        74 | NC      | $-38377.19    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | WHEAT FUTURE(CBT) May26                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       102 | NC      | $82970.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | GASOLINE RBOB FUT May26                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        43 | NC      | $149674.79    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | AUST 10Y BOND FUT Jun26                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |      -603 | NC      | $367611.07    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | FTSE 100 IDX FUT  Jun26                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       178 | NC      | $-312521.87   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-26

**Name of Applicant:** LoCorr Investment Trust

**Signature:** Jon Essen

**Name of Signer:** Jon Essen

**Title:** Treasurer