# EDGAR Filing Document

**Accession Number:** 0001506768
**File Stem:** 0000894189-26-015665
**Filing Date:** 2026-5
**Character Count:** 88718
**Document Hash:** 9547773058c9df7b4736a92bada458ab
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000894189-26-015665.hdr.sgml**: 20260526

**ACCESSION NUMBER**: 0000894189-26-015665

**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:** 261018961

**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 Long/Short Commodities Strategy Fund (Series ID: S000035412)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000108780 | Class A      | LCSAX           |
| C000108781 | Class C      | LCSCX           |
| C000108782 | Class I      | LCSIX           |

## Nport-Ex

---

| | | |
|:---|:---|:---|
| **LoCorr Long/Short Commodities Strategy Fund** | **LoCorr Long/Short Commodities Strategy Fund** | **LoCorr Long/Short Commodities Strategy 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 - 29.5%** | **Par**  | **Value**  |
| United States Treasury Note/Bond | United States Treasury Note/Bond | United States Treasury Note/Bond |
| &nbsp;&nbsp; 4.50%, 07/15/2026 | 4645000 | $4654747 |
| &nbsp;&nbsp; 4.50%, 04/15/2027 | 3980000 | 4010661 |
| &nbsp;&nbsp; 1.38%, 10/31/2028 | 1255000 | 1180141 |
| &nbsp;&nbsp; 4.25%, 02/28/2029 | 6100000 | 6169816 |
| &nbsp;&nbsp; 4.63%, 04/30/2029 | 19960000 | 20409880 |
| &nbsp;&nbsp; 3.25%, 06/30/2029 | 7810000 | 7668139 |
| &nbsp;&nbsp; 4.00%, 02/28/2030 | 26330000 | 26430794 |
| &nbsp;&nbsp; 3.88%, 06/30/2030 | 7430000 | 7419261 |
| &nbsp;&nbsp; 3.63%, 09/30/2030 | 21370000 | 21107049 |
| &nbsp;&nbsp; 3.63%, 12/31/2030 | 3360000 | 3314719 |
| **TOTAL U.S. TREASURY SECURITIES** (Cost $102,481,924) | **TOTAL U.S. TREASURY SECURITIES** (Cost $102,481,924) | 102365207 |
| **CORPORATE BONDS - 16.1%** | **Par**  | **Value**  |
| **Aerospace & Defense - 0.4%** | **Aerospace & Defense - 0.4%** | **Aerospace & Defense - 0.4%** |
|  Boeing Co. |  |  |
|  &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 02/01/2028 | 1080000 | 1058545 |
|  &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 05/01/2030 | 830000 | 842532 |
|  Honeywell Aerospace, Inc., 4.00%, 03/16/2029 <sup>(a)</sup> | 1000000 | 990910 |
|  RTX Corp., 4.13%, 11/16/2028 | 450000 | 448090 |
|  |  | 3340077 |
| **Agriculture - 0.2%** | **Agriculture - 0.2%** | **Agriculture - 0.2%** |
|  Philip Morris International, Inc., 4.63%, 11/01/2029 | 810000 | 816851 |
| **Banks - 5.2%** | **Banks - 5.2%** | **Banks - 5.2%** |
|  Bank of New York Mellon Corp., 4.03% (SOFR + 0.63%), 01/22/2030 | 290000 | 286965 |
|  Citibank NA, 4.58%, 05/29/2027 | 905000 | 908821 |
|  Citigroup, Inc., 4.50% to 09/11/2030 then SOFR + 1.17%, 09/11/2031 | 725000 | 716823 |
|  Credit Agricole SA, 5.22% to 05/27/2030 then SOFR + 1.46%, 05/27/2031 <sup>(a)</sup> | 370000 | 374398 |
| 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 | 450000 | 470810 |
| &nbsp;&nbsp; 5.22% to 04/23/2030 then SOFR + 1.58%, 04/23/2031 | 510000 | 518704 |
|  JPMorgan Chase & Co., 5.10% to 04/22/2030 then SOFR + 1.44%, 04/22/2031 | 3395000 | 3456877 |
| 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 | 1680000 | 1674121 |
| &nbsp;&nbsp; 4.47% to 11/19/2030 then SOFR + 1.02%, 11/19/2031 | 4840000 | 4766490 |
|  NatWest Markets PLC, 5.41%, 05/17/2029 <sup>(a)</sup> | 785000 | 805653 |
|  Texas Capital Bancshares, Inc., 5.30% to 02/27/2031 then SOFR + 1.94%, 02/27/2032 | 515000 | 508267 |
|  UBS Group AG, 6.33% to 12/22/2026 then 1 yr. CMT Rate + 1.60%, 12/22/2027 <sup>(a)</sup> | 1205000 | 1220933 |
|  Wells Fargo & Co., 5.15% to 04/23/2030 then SOFR + 1.50%, 04/23/2031 | 2390000 | 2430607 |
|  |  | 18139469 |
| **Beverages - 0.1%** | **Beverages - 0.1%** | **Beverages - 0.1%** |
|  Maple Parent Holdings Corp., 4.75%, 03/26/2029 <sup>(a)</sup> | 135000 | 134997 |
| **Biotechnology - 0.2%** | **Biotechnology - 0.2%** | **Biotechnology - 0.2%** |
|  Amgen, Inc., 5.15%, 03/02/2028 | 745000 | 755886 |
| **Electric - 1.1%** | **Electric - 1.1%** | **Electric - 1.1%** |
|  Duke Energy Carolinas LLC, 4.85%, 03/15/2030 | 705000 | 717633 |
| Florida Power & Light Co. | Florida Power & Light Co. | Florida Power & Light Co. |
| &nbsp;&nbsp; 5.05%, 04/01/2028 | 680000 | 691312 |
| &nbsp;&nbsp; 4.40%, 05/15/2028 | 860000 | 863224 |
|  Virginia Power Fuel Securitization LLC, 5.09%, 05/01/2027 | 856142 | 860113 |
|  Wisconsin Public Service Corp., 4.25%, 01/15/2031 | 600000 | 593026 |
|  |  | 3725308 |
| **Food - 1.7%** | **Food - 1.7%** | **Food - 1.7%** |
|  Kraft Heinz Foods Co., 3.88%, 05/15/2027 | 865000 | 859043 |
| Mars, Inc. | Mars, Inc. | Mars, Inc. |
| &nbsp;&nbsp; 4.60%, 03/01/2028 <sup>(a)</sup> | 2055000 | 2067428 |
| &nbsp;&nbsp; 4.80%, 03/01/2030 <sup>(a)</sup> | 2860000 | 2890333 |
|  |  | 5816804 |
| **Healthcare-Products - 0.6%** | **Healthcare-Products - 0.6%** | **Healthcare-Products - 0.6%** |
|  Abbott Laboratories, 4.00%, 03/15/2031 | 485000 | 477430 |
| Augusta SpinCo Corp. | Augusta SpinCo Corp. | Augusta SpinCo Corp. |
| &nbsp;&nbsp; 4.40%, 03/23/2029 | 650000 | 648140 |
| &nbsp;&nbsp; 4.66%, 03/23/2031 | 870000 | 865742 |
|  |  | 1991312 |
| **Healthcare-Services - 0.8%** | **Healthcare-Services - 0.8%** | **Healthcare-Services - 0.8%** |
|  HCA, Inc., 5.00%, 03/01/2028 | 980000 | 989593 |
| UnitedHealth Group, Inc. | UnitedHealth Group, Inc. | UnitedHealth Group, Inc. |
| &nbsp;&nbsp; 4.40%, 06/15/2028 | 405000 | 406291 |
| &nbsp;&nbsp; 4.25%, 01/15/2029 | 1170000 | 1167919 |
|  |  | 2563803 |
| **Insurance - 0.1%** | **Insurance - 0.1%** | **Insurance - 0.1%** |
|  Brown & Brown, Inc., 4.60%, 12/23/2026 | 470000 | 471337 |
| **Internet - 0.3%** | **Internet - 0.3%** | **Internet - 0.3%** |
|  Amazon.com, Inc., 4.00%, 03/13/2029 | 990000 | 984659 |
| **Miscellaneous Manufacturing - 0.2%** | **Miscellaneous Manufacturing - 0.2%** | **Miscellaneous Manufacturing - 0.2%** |
|  Eaton Corp., 4.20%, 03/06/2031 | 625000 | 615645 |
| **Packaging & Containers - 0.4%** | **Packaging & Containers - 0.4%** | **Packaging & Containers - 0.4%** |
|  Amcor Group Finance PLC, 5.45%, 05/23/2029 | 1445000 | 1480342 |
| **Pharmaceuticals - 0.7%** | **Pharmaceuticals - 0.7%** | **Pharmaceuticals - 0.7%** |
|  AbbVie, Inc., 4.80%, 03/15/2029 | 345000 | 350533 |
|  CVS Health Corp., 5.00%, 01/30/2029 | 1385000 | 1402946 |
|  Novartis Capital Corp., 4.10%, 03/16/2029 | 585000 | 584245 |
|  |  | 2337724 |
| **Pipelines - 0.6%** | **Pipelines - 0.6%** | **Pipelines - 0.6%** |
|  Enbridge, Inc., 6.00%, 11/15/2028 | 610000 | 632847 |
|  Energy Transfer LP, 6.05%, 12/01/2026 | 1170000 | 1180699 |
|  South Bow USA Infrastructure Holdings LLC, 4.91%, 09/01/2027 | 375000 | 376497 |
|  |  | 2190043 |
| **REITS - 1.5%** | **REITS - 1.5%** | **REITS - 1.5%** |
|  American Homes 4 Rent LP, 4.90%, 02/15/2029 | 820000 | 823947 |
|  Brixmor Operating Partnership LP, 4.13%, 06/15/2026 | 405000 | 404749 |
|  Essex Portfolio LP, 1.70%, 03/01/2028 | 410000 | 389043 |
| Healthcare Realty Holdings LP | Healthcare Realty Holdings LP | Healthcare Realty Holdings LP |
| &nbsp;&nbsp; 3.75%, 07/01/2027 | 1830000 | 1812460 |
| &nbsp;&nbsp; 2.05%, 03/15/2031 | 940000 | 816103 |
|  Kite Realty Group LP, 4.00%, 10/01/2026 | 985000 | 982165 |
|  |  | 5228467 |
| **Retail - 0.3%** | **Retail - 0.3%** | **Retail - 0.3%** |
| O'Reilly Automotive, Inc. | O'Reilly Automotive, Inc. | O'Reilly Automotive, Inc. |
| &nbsp;&nbsp; 5.75%, 11/20/2026 | 675000 | 680599 |
| &nbsp;&nbsp; 4.20%, 04/01/2030 | 475000 | 469313 |
|  |  | 1149912 |
| **Semiconductors - 0.2%** | **Semiconductors - 0.2%** | **Semiconductors - 0.2%** |
| Broadcom, Inc. | Broadcom, Inc. | Broadcom, Inc. |
| &nbsp;&nbsp; 4.60%, 07/15/2030 | 500000 | 502256 |
| &nbsp;&nbsp; 4.30%, 01/15/2031 | 225000 | 223003 |
|  |  | 725259 |
| **Software - 0.4%** | **Software - 0.4%** | **Software - 0.4%** |
|  Fidelity National Information Services, Inc., 4.80%, 03/10/2031 | 270000 | 267808 |
| Oracle Corp. | Oracle Corp. | Oracle Corp. |
| &nbsp;&nbsp; 4.80%, 08/03/2028 | 525000 | 525192 |
| &nbsp;&nbsp; 4.95%, 02/04/2031 | 630000 | 616814 |
|  |  | 1409814 |
| **Telecommunications - 0.6%** | **Telecommunications - 0.6%** | **Telecommunications - 0.6%** |
|  AT&T, Inc., 4.40%, 04/30/2031 | 360000 | 356382 |
| T-Mobile USA, Inc. | T-Mobile USA, Inc. | T-Mobile USA, Inc. |
| &nbsp;&nbsp; 4.80%, 07/15/2028 | 535000 | 540047 |
| &nbsp;&nbsp; 4.85%, 01/15/2029 | 1080000 | 1092307 |
|  |  | 1988736 |
| **TOTAL CORPORATE BONDS** (Cost $55,813,405) | **TOTAL CORPORATE BONDS** (Cost $55,813,405) | 55866445 |
| **COMMODITY POOLS - 14.0%** | **Shares**  | **Value**  |
| Galaxy Commodity - Polaris Fund LLC <sup>(b)(c)</sup> |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Galaxy Plus Fund – Core Commodity I Feeder Fund (558) LLC |  | 21306921 |
| &nbsp;&nbsp;&nbsp;&nbsp; Galaxy Plus Fund – East Alpha Feeder Fund (548) LLC |  | 16304650 |
| &nbsp;&nbsp;&nbsp;&nbsp; Galaxy Plus Fund – Millburn Resource Oppty Feeder Fund (557) |  | 11037512 |
| **TOTAL COMMODITY POOLS** (Cost $43,435,015) | **TOTAL COMMODITY POOLS** (Cost $43,435,015) | 48649083 |
| **MORTGAGE-BACKED SECURITIES - 11.7%** | **Par**  | **Value**  |
|  Angel Oak Mortgage Trust LLC, Series 2020-5, Class A3, 2.04%, 05/25/2065 <sup>(a)(d)</sup> | 17864 | 17368 |
|  ARES Commercial Mortgage Trust, Series 2024-IND, Class A, 5.36% (1 mo. Term SOFR + 1.69%), 07/15/2041, (1.69% Floor) <sup>(a)</sup> | 500000 | 500157 |
|  BBCMS Trust, Series 2023-C19, Class A2B, 5.75%, 04/15/2056 | 2750000 | 2782465 |
|  BLP Commercial Mortgage Trust, Series 2024-IND2, Class B, 5.36% (1 mo. Term SOFR + 1.69%), 03/15/2041, (1.69% Floor) <sup>(a)</sup> | 1135069 | 1134360 |
|  BX Trust, Series 2025-DELC, Class A, 5.22% (1 mo. Term SOFR + 1.55%), 12/15/2042, (1.55% Floor) <sup>(a)</sup> | 700000 | 699999 |
|  DK Trust, Series 2025-LXP, Class A, 5.27% (1 mo. Term SOFR + 1.59%), 08/15/2037, (1.59% Floor) <sup>(a)</sup> | 1850000 | 1850000 |
| Fannie Mae Connecticut Avenue Securities | Fannie Mae Connecticut Avenue Securities | Fannie Mae Connecticut Avenue Securities |
| &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> | 1640000 | 1662488 |
| &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> | 130000 | 131848 |
| &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> | 915000 | 939732 |
| &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> | 1870000 | 1943042 |
| &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> | 2140000 | 2203276 |
| &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> | 2830000 | 2941794 |
| &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> | 2000000 | 2065720 |
| &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> | 2000000 | 2080724 |
| &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> | 225000 | 233281 |
| &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> | 880000 | 895561 |
|  Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2023-DNA2, Class M1B, 6.91% (30 day avg SOFR US + 3.25%), 04/25/2043, (0.00% Floor) <sup>(a)</sup> | 2195000 | 2277851 |
|  FRESB Multifamily Structured Pass Through Certificates, Series 2016-SB23, Class A10F, 2.31%, 09/25/2026 <sup>(d)</sup> | 286451 | 283999 |
|  GS Mortgage-Backed Securities Trust, Series 2021-NQM1, Class A3, 1.53%, 07/25/2061 <sup>(a)(d)</sup> | 533111 | 494956 |
|  JPMBB Commercial Mortgage Securities Trust, Series 2014-C22, Class AS, 4.11%, 09/15/2047 | 562906 | 554468 |
|  Natixis Commercial Mortgage Securities Trust, Series 2019-LVL, Class A, 3.89%, 08/15/2038 <sup>(a)</sup> | 1800000 | 1748149 |
|  New Residential Mortgage Loan Trust, Series 2016-1A, Class A1, 3.75%, 03/25/2056 <sup>(a)(d)</sup> | 65982 | 63581 |
|  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> | 430000 | 429596 |
|  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> | 1000000 | 999998 |
|  ONNI Commercial Mortgage Trust, Series 2024-APT, Class A, 5.20%, 07/15/2039 <sup>(a)(d)</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> | 3250000 | 3072907 |
|  PLYM Commercial Mortgage Trust, Series 2026-IND, Class A, 4.92% (1 mo. Term SOFR + 1.25%), 03/15/2043, (1.25% Floor) <sup>(a)</sup> | 1150000 | 1144249 |
|  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> | 3413944 | 3405823 |
|  TX Trust, Series 2024-HOU, Class A, 5.26% (1 mo. Term SOFR + 1.59%), 06/15/2039, (1.59% Floor) <sup>(a)</sup> | 600000 | 599250 |
|  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> | 1100000 | 1091062 |
| **TOTAL MORTGAGE-BACKED SECURITIES** (Cost $41,126,029) | **TOTAL MORTGAGE-BACKED SECURITIES** (Cost $41,126,029) | 40759702 |
| **ASSET-BACKED SECURITIES - 9.7%** | **Par**  | **Value**  |
|  American Express Travel Related Services Co., Inc., Series 2024-1, Class A, 5.23%, 04/15/2029 | 2810000 | 2847452 |
|  Argent Securities, Inc. Asset-Backed Pass-Through Certificates, Series 2003-W6, Class M1, 4.84% (1 mo. Term SOFR + 1.16%), 01/25/2034, (1.05% Floor) | 209457 | 228806 |
|  Asset Backed Securities Corp. Home Equity Loan Trust, Series 2002-HE1, Class M1, 5.44% (1 mo. Term SOFR + 1.76%), 03/15/2032, (1.65% Floor) | 27360 | 31456 |
|  Bank of America Auto Trust, Series 2024-1A, Class A3, 5.35%, 11/15/2028 <sup>(a)</sup> | 2287045 | 2302384 |
|  Barclays Dryrock Funding LLC, Series 2023-1, Class A, 4.72%, 02/15/2029 | 2900000 | 2901094 |
|  CarMax Auto Owner Trust, Series 2024-4, Class A3, 4.60%, 10/15/2029 | 2875000 | 2893820 |
|  CNH Equipment Trust, Series 2026-A, Class A3, 4.00%, 05/15/2031 | 2640000 | 2628853 |
|  DB Master Finance Parent LLC, Series 2021-1A, Class A2I, 2.05%, 11/20/2051 <sup>(a)</sup> | 1962875 | 1932226 |
|  Elara Depositor LLC, Series 2021-A, Class A, 1.36%, 08/27/2035 <sup>(a)</sup> | 602426 | 577059 |
|  Ford Credit Auto Owner Trust, Series 2024-D, Class A3, 4.61%, 08/15/2029 | 800000 | 804803 |
|  GM Financial Consumer Automobile Receivables Trust, Series 2023-4, Class A3, 5.78%, 08/16/2028 | 854991 | 863670 |
|  GM Financial Leasing Trust, Series 2026-1, Class A3, 3.88%, 01/22/2029 | 1000000 | 994928 |
| 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 | 1349769 | 1359114 |
| &nbsp;&nbsp; Series 2026-1, Class A3, 3.78%, 09/23/2030 | 2515000 | 2501160 |
|  IPFS Corp., Series 2024-D, Class A, 5.34%, 04/15/2029 <sup>(a)</sup> | 1890000 | 1917517 |
|  LAD Auto Receivables Trust, Series 2026-1A, Class A3, 3.92%, 04/15/2031 <sup>(a)</sup> | 1075000 | 1065658 |
| Marriott Vacations Worldwide Corp. | Marriott Vacations Worldwide Corp. | Marriott Vacations Worldwide Corp. |
| &nbsp;&nbsp; Series 2019-2A, Class A, 2.22%, 10/20/2038 <sup>(a)</sup> | 90099 | 89980 |
| &nbsp;&nbsp; Series 2021-1WA, Class A, 1.14%, 01/22/2041 <sup>(a)</sup> | 220001 | 212656 |
|  Navient Student Loan Trust, Series 2021-A, Class A, 0.84%, 05/15/2069 <sup>(a)</sup> | 340663 | 311861 |
|  Taco Bell Corp., Series 2021-1A, Class A2I, 1.95%, 08/25/2051 <sup>(a)</sup> | 1498313 | 1464564 |
|  Toyota Auto Receivables Owner Trust, Series 2024-B, Class A3, 5.33%, 01/16/2029 | 2068523 | 2088318 |
|  Volkswagen Auto Lease Trust, Series 2024-A, Class A3, 5.21%, 06/21/2027 | 1741351 | 1747066 |
|  World Omni Auto Trust, Series 2026-A, Class A3, 3.86%, 05/15/2031 | 1730000 | 1718740 |
| **TOTAL ASSET-BACKED SECURITIES** (Cost $33,460,838) | **TOTAL ASSET-BACKED SECURITIES** (Cost $33,460,838) | 33483185 |
| **U.S. GOVERNMENT AGENCY ISSUES - 3.9%** | **Par**  | **Value**  |
|  Federal Farm Credit Banks Funding Corp, 3.50%, 01/21/2028 | 7500000 | 7456881 |
|  Federal Home Loan Banks, 1.10%, 02/25/2028 | 6475000 | 6144871 |
|  United States of America Executive Branch, Series 2012-20K, Class 1, 2.09%, 11/01/2032 | 2865 | 2683 |
| **TOTAL U.S. GOVERNMENT AGENCY ISSUES** (Cost $13,585,027) | **TOTAL U.S. GOVERNMENT AGENCY ISSUES** (Cost $13,585,027) | 13604435 |
| **TOTAL INVESTMENTS - 84.9% (**Cost $289,902,238**)** | **TOTAL INVESTMENTS - 84.9% (**Cost $289,902,238**)** | $294728057 |
| Money Market Deposit Account - 4.2% <sup>(e)(f)</sup> | Money Market Deposit Account - 4.2% <sup>(e)(f)</sup> | 14748915 |
| Other Assets in Excess of Liabilities - 10.9%<sup>(g)</sup> | Other Assets in Excess of Liabilities - 10.9%<sup>(g)</sup> | 37580352 |
| **TOTAL NET ASSETS - 100.0%** |  | $347057324 |
| 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 $55,497,327 or 16.0% of the Fund's net assets.

(b) Non-income producing security.

(c) Investment valued using net asset value per share as practical expedient. Galaxy Commodity - Polaris Fund, LLC's ("Galaxy") investment objective is to generate diversified investment returns that are uncorrelated
 with the equity and debt markets by committing its assets to the investment discretion of a select group of experienced sub-managers that pursue various alternative investment strategies. Specifically, Galaxy accesses the sub-managers through
 an affiliated platform called Galaxy Plus Fund, LLC (the "Platform"). The Platform identifies sub-managers that, in its judgment, are capable of generating attractive investment returns whose correlation to the U.S. equity and fixed-income
 markets is minimal. In implementing their strategies, the sub-managers selected by the Platform will have the discretion to invest and trade in a broad variety of securities and other financial instruments (including derivatives). Galaxy has
 no unfunded commitments or redemption lock-up period, as the investment offers daily redemptions. However, the managers of Galaxy may temporarily suspend redemptions in certain limited circumstances.

(d) 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.

(e) 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%.

(f) A portion of this deposit account is held by LCLSCS Fund Limited and pledged as collateral for derivative contracts. As of the reporting date, the value of this collateral totals $46,234.

(g) Includes assets pledged as collateral for derivative contracts. As of the reporting date, the value of these assets totals $452,331.

------

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **LoCorr Long/Short Commodities Strategy Fund** | **LoCorr Long/Short Commodities Strategy Fund** | **LoCorr Long/Short Commodities Strategy Fund** | **LoCorr Long/Short Commodities Strategy Fund** | **LoCorr Long/Short Commodities Strategy Fund** | **LoCorr Long/Short Commodities Strategy Fund** | **LoCorr Long/Short Commodities Strategy Fund** | **LoCorr Long/Short Commodities Strategy Fund** |  |
| **Consolidated Schedule of Swap Contracts** | **Consolidated Schedule of Swap Contracts** | **Consolidated Schedule of Swap Contracts** | **Consolidated Schedule of Swap Contracts** | **Consolidated Schedule of Swap Contracts** | **Consolidated Schedule of Swap Contracts** | **Consolidated Schedule of Swap Contracts** | **Consolidated Schedule of Swap Contracts** |  |
| **March 31, 2026** | (Unaudited) |  |  |  |  |  |  |  |
| **LONG TOTAL RETURN SWAP CONTRACTS** | **LONG TOTAL RETURN SWAP CONTRACTS** |  |  |  |  |  |  |  |
| Termination Date | Reference Index | Financing<br> Rate | Payment Frequency | Notional Amount | Value | Advance Receipt on<br> Swap Contracts<br> (Received)/Paid | Unrealized<br> Appreciation | Counterparty |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12/17/2027 | LoCorr Commodities Index# | 0.50% | Quarterly | $65211224 | $31017577 | $(26076376) | $4941201 | Deutsche Bank AG |

---

# *Comprised of a proprietary basket of Commodity Trading Advisor's ''CTA'') Programs investing in various futures contracts, forward currency contracts, foreign currency and other similar investments.*

---

| | | | | |
|:---|:---|:---|:---|:---|
| **The underlying components of the basket as of March 31, 2026 are shown below:#** | **The underlying components of the basket as of March 31, 2026 are shown below:#** | | | |
|  |  | Number of Contracts |  | Concentration % |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Description | Expiration Date | Purchased (Sold) | Notional Amount | of Exposure |
| **Futures Contracts:** |  |  |  |  |
| **Purchase Contracts:<sup>(1)</sup>** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Soybean | Jul-26 | 658 | $38705472 | 7.91% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Copper (COMEX) | Jul-26 | 227 | 31938405 | 6.53% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Natural Gas | May-26 | 788 | 23800185 | 4.87% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Natural Gas | Jan-27 | 454 | 20170010 | 4.12% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Live Cattle | Aug-26 | 119 | 11327441 | 2.32% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Corn | May-26 | 314 | 7101407 | 1.45% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Natural Gas | Feb-27 | 196 | 6880475 | 1.41% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Natural Gas | Jun-27 | 193 | 6775611 | 1.39% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cotton No.2 | Jul-26 | 180 | 6594321 | 1.35% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Soybean Oil | May-26 | 124 | 5115625 | 1.05% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lean Hogs | Jul-26 | 100 | 4327538 | 0.89% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Soybean Meal | May-26 | 128 | 4029854 | 0.82% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Natural Gas | Aug-27 | 109 | 3873025 | 0.79% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Gold | Jun-26 | 8 | 3782808 | 0.77% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Aluminum | Jun-26 | 41 | 3637508 | 0.74% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Coffee | May-26 | 30 | 3325697 | 0.68% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Canola | Jul-26 | 219 | 2353483 | 0.48% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Platinum | Jul-26 | 23 | 2214495 | 0.45% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Copper (LME) | Jun-26 | 7 | 2004502 | 0.41% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Soybean | Nov-26 | 34 | 1952749 | 0.40% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Corn | Sep-26 | 82 | 1915614 | 0.39% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Brent Crude (ICE) | Apr-26 | 18 | 1918714 | 0.39% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Natural Gas (NYMEX) | Sep-27 | 201 | 1824772 | 0.37% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hard Red Wheat | Jul-26 | 55 | 1809339 | 0.37% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Natural Gas (NYMEX) | Jul-27 | 201 | 1792366 | 0.37% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Natural Gas (NYMEX) | Jun-27 | 201 | 1764733 | 0.36% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Natural Gas (NYMEX) | Aug-27 | 194 | 1722664 | 0.35% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Live Cattle | Apr-26 | 17 | 1646190 | 0.34% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Natural Gas | Sep-27 | 46 | 1654460 | 0.34% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Natural Gas (NYMEX) | Apr-27 | 201 | 1600192 | 0.33% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Natural Gas (NYMEX) | May-27 | 194 | 1609504 | 0.33% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Natural Gas | Sep-26 | 46 | 1559075 | 0.32% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Natural Gas (NYMEX) | Mar-27 | 194 | 1561423 | 0.32% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Crude Palm Oil | Jun-26 | 50 | 1533587 | 0.31% |
| **Total Purchase Contracts** |  |  | 213823244 | 43.72% |
| **Sale Contracts:<sup>(1)</sup>** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Natural Gas | Dec-26 | (987) | $49247236 | 10.07% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Soybean | May-26 | (652) | 37826075 | 7.74% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Copper (COMEX) | May-26 | (215) | 29938268 | 6.12% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Natural Gas | Apr-26 | (777) | 22432631 | 4.59% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Natural Gas | Mar-27 | (569) | 18284797 | 3.74% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Live Cattle | Jun-26 | (141) | 13583973 | 2.78% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Corn | Jul-26 | (373) | 8658969 | 1.77% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Wheat | May-26 | (219) | 6772600 | 1.38% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cotton No.2 | May-26 | (189) | 6709873 | 1.37% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lean Hogs | Jun-26 | (158) | 6648128 | 1.36% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Coffee | Jul-26 | (37) | 3950112 | 0.81% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Milling Wheat | May-26 | (322) | 3765085 | 0.77% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hard Red Wheat | May-26 | (85) | 2733016 | 0.56% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Red Spring Wheat | May-26 | (59) | 1926014 | 0.39% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Soybean Meal | Jul-26 | (48) | 1498344 | 0.31% |
| **Total Sale Contracts** |  |  | 213975121 | 43.76% |
| Other Futures Contracts |  |  | 43227391 | 8.84% |
| Total Futures Contracts |  |  | 471025756 | 96.33% |
| **Cash and Foreign Currency:** |  |  |  |  |
| **Cash and Foreign Currency Purchased:<sup>(1)</sup>** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; U.S. Dollar |  |  | $17349426 | 3.55% |
| Other Cash and Foreign Currency |  |  | 377780 | 0.08% |
| Total Cash and Foreign Currency |  |  | 17727206 | 3.63% |
| Forward Currency Contracts |  |  | 204457 | 0.04% |
| Total Underlying Positions |  |  | $**488957419** | 100.00<br> **%** |

---

# The investment is not a direct holding of LoCorr Long/Short Commodities Strategy Fund. The top 50 holdings and other futures contracts, other forward currency contracts, and other cash and foreign currency were determined based on the absolute notional amount of the positions within the underlying swap basket.

<sup>(1)</sup> Represents the 50 largest components of the basket.

The accompanying notes are an integral part of these consolidated financial statements.

------

#### Summary of Fair Value Disclosure as of March 31, 2026 (Unaudited)
LoCorr Long/Short Commodities Strategy 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>** |
| <u>Investments:</u> |  |  |  |  |
|  &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Securities | $– | $102365207 | $– | $102365207 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Corporate Bonds | – | 55866445 | – | 55866445 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Commodity Pools<sup>(a)</sup> | – | – | – | 48649083 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Mortgage-Backed Securities | – | 40759702 | – | 40759702 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Asset-Backed Securities | – | 33483185 | – | 33483185 |
|  &nbsp;&nbsp;&nbsp;&nbsp;U.S. Government Agency Issues | – | 13604435 | – | 13604435 |
| Total Investments | $– | $294728057 | $– | $294728057 |
| <u>Other Financial Instruments:</u> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Total Return Swaps \* | $– | $4941201 | $– | $4941201 |
| Total Other Financial Instruments | $– | $4941201 | $– | $4941201 |
| \* 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. |

---

(a) Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amount of
 $48,649,083 presented in the table is intended to permit reconciliation of the fair value hierarchy to the amounts listed in the Schedule of Investments.

## 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 Long/Short Commodities Strategy Fund

- **b. EDGAR series identifier (if any):** S000035412

- **c. LEI of Series:** 5493004RVCIUQZ231D58

**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:** $348805122.47

**Total Liabilities:** $964432.81

**Net Assets:** $347840689.66

**Amount of Assets Invested in Other Investment Companies:** $86213642.05

**Cash Not Reported:** $464118.88

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1986.210000000000 | **1-Year:** 26732.000000000000 | **5-Year:** 36463.240000000000 | **10-Year:** 4.820000000000 | **30-Year:** 0.000000000000

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

- **3-Month:** 84.340000000000 | **1-Year:** 4.780000000000 | **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 C000108780 | 5.04%                | -3.13%               | 0.92%                |
| Class ID C000108781 | 4.99%                | -3.09%               | 0.86%                |
| Class ID C000108782 | 4.99%                | -2.98%               | 0.91%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-273380.45              | $2822366.36                                |
| Month 2  | $-301121.09              | $2523308.23                                |
| Month 3  | $7970.90                 | $2245325.68                                |

**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        |    360000 | PA      | $356381.82    | 0.10%             | 2031-04-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Asset Backed Securities Corp H | Asset Backed Securities Corp Home Equity Loan Trust Series 2002-HE1         | CUSIP: 04541GCG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     27360 | PA      | $31455.76     | 0.01%             | 2032-03-15      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| AUGUSTA SPINCO CORPORATI       | Augusta SpinCo Corp                                                         | CUSIP: 051473AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | PA      | $648139.99    | 0.19%             | 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        |    870000 | PA      | $865741.58    | 0.25%             | 2031-03-23      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2023-C19                                               | CUSIP: 05553RAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2750000 | PA      | $2782465.13   | 0.80%             | 2056-04-15      | Fixed         | 5.75%                 | 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        |    290000 | PA      | $286965.42    | 0.08%             | 2030-01-22      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| Guaranteed Funding (DK) Limite | DK Trust 2025-LXP                                                           | CUSIP: 23292LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1850000 | PA      | $1850000.00   | 0.53%             | 2037-08-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| FRESB Multifamily Mortgage Pas | FRESB 2016-SB23 Mortgage Trust                                              | CUSIP: 30295LAE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    286653 | PA      | $284198.55    | 0.08%             | 2026-09-25      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO       | Florida Power & Light Co                                                    | CUSIP: 341081GN1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    860000 | PA      | $863223.64    | 0.25%             | 2028-05-15      | Fixed         | 4.40%                 | 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        |    800000 | PA      | $804802.56    | 0.23%             | 2029-08-15      | Fixed         | 4.61%                 | 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        |   2195000 | PA      | $2277850.71   | 0.65%             | 2043-04-25      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Corp Trust 2021-NQM1                          | CUSIP: 36262EAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    533111 | PA      | $494956.19    | 0.14%             | 2061-07-25      | Variable      | 1.53%                 | 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        |    854991 | PA      | $863670.30    | 0.25%             | 2028-08-16      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                 | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    450000 | PA      | $470809.49    | 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        |    510000 | PA      | $518703.45    | 0.15%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                                     | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    980000 | PA      | $989593.17    | 0.28%             | 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        |   1830000 | PA      | $1812459.72   | 0.52%             | 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        |    940000 | PA      | $816103.34    | 0.23%             | 2031-03-15      | Fixed         | 2.05%                 | 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        |   1349769 | PA      | $1359114.14   | 0.39%             | 2028-08-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES            | Abbott Laboratories                                                         | CUSIP: 002824BS8<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    485000 | PA      | $477430.07    | 0.14%             | 2031-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                     | AbbVie Inc                                                                  | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    345000 | PA      | $350532.77    | 0.10%             | 2029-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                 | Amazon.com Inc                                                              | CUSIP: 023135DC7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    990000 | PA      | $984659.30    | 0.28%             | 2029-03-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Argent Securities Inc.         | Argent Securities Inc Asset-Backed Pass-Through Certificates Series 2003-W6 | CUSIP: 040104CU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    209457 | PA      | $228805.70    | 0.07%             | 2034-01-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Trust 2025-DELC                                                          | CUSIP: 05594MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $699999.44    | 0.20%             | 2042-12-15      | Floating      | 5.22%                 | 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        |   1135069 | PA      | $1134359.56   | 0.33%             | 2041-03-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Barclays Dryrock Issuance Trus | Barclays Dryrock Issuance Trust                                             | CUSIP: 06742LAX1<br>LEI: 213800R4G3N2G68CHU37 | Long             | ABS-O            | CORP              | US        |   2900000 | PA      | $2901094.17   | 0.83%             | 2029-02-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| BOEING CO                      | Boeing Co/The                                                               | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    830000 | PA      | $842531.49    | 0.24%             | 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        |   1080000 | PA      | $1058545.21   | 0.30%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BofA Auto Trust                | BofA Auto Trust 2024-1                                                      | CUSIP: 09709AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2287045 | PA      | $2302383.77   | 0.66%             | 2028-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART         | Brixmor Operating Partnership LP                                            | CUSIP: 11120VAC7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    405000 | PA      | $404749.30    | 0.12%             | 2026-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                   | Broadcom Inc                                                                | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502256.40    | 0.14%             | 2030-07-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                   | Broadcom Inc                                                                | CUSIP: 11135FCZ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    225000 | PA      | $223002.78    | 0.06%             | 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        |    470000 | PA      | $471336.94    | 0.14%             | 2026-12-23      | Fixed         | 4.60%                 | 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        |   2515000 | PA      | $2501160.46   | 0.72%             | 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        |   1000000 | PA      | $990910.48    | 0.28%             | 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        |    562906 | PA      | $554467.78    | 0.16%             | 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        |   3395000 | PA      | $3456877.37   | 0.99%             | 2031-04-22      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                | MVW 2021-1W LLC                                                             | CUSIP: 55389TAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    220001 | PA      | $212656.20    | 0.06%             | 2041-01-22      | Fixed         | 1.14%                 | No            |                  2 | On Loan: No      |
| NYC Trust                      | NYCT Trust 2024-3ELV                                                        | CUSIP: 62956HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $999998.50    | 0.29%             | 2029-08-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                | CVS Health Corp                                                             | CUSIP: 126650DW7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1402946.51   | 0.40%             | 2029-01-30      | Fixed         | 5.00%                 | 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        |   2875000 | PA      | $2893819.75   | 0.83%             | 2029-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                               | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    725000 | PA      | $716823.25    | 0.21%             | 2031-09-11      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                    | Citibank NA                                                                 | CUSIP: 17325FBN7<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    905000 | PA      | $908820.95    | 0.26%             | 2027-05-29      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se | Natixis Commercial Mortgage Securities Trust 2019-LVL                       | CUSIP: 63874TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1800000 | PA      | $1748149.02   | 0.50%             | 2038-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC            | NatWest Markets PLC                                                         | CUSIP: 63906YAJ7<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    785000 | PA      | $805652.57    | 0.23%             | 2029-05-17      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2021-A                            | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    340663 | PA      | $311861.48    | 0.09%             | 2069-05-15      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2016-1                                  | CUSIP: 64829FAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     65982 | PA      | $63581.00     | 0.02%             | 2056-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP          | Novartis Capital Corp                                                       | CUSIP: 66989HBF4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    585000 | PA      | $584244.70    | 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        |    430000 | PA      | $429596.32    | 0.12%             | 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        |    475000 | PA      | $469312.36    | 0.13%             | 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        |    675000 | PA      | $680599.34    | 0.20%             | 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        |    525000 | PA      | $525192.09    | 0.15%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust            | CNH Equipment Trust 2026-A                                                  | CUSIP: 189920AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2640000 | PA      | $2628853.13   | 0.76%             | 2031-05-15      | Fixed         | 4.00%                 | 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        |    880000 | PA      | $895560.69    | 0.26%             | 2043-10-25      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                                 | CUSIP: 68389XDX0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    630000 | PA      | $616813.32    | 0.18%             | 2031-02-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                            | LCLSCSDB FUND LIMITED                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | US        |         1 | NC      | $4941193.00   | 1.42%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA             | Credit Agricole SA                                                          | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    370000 | PA      | $374398.39    | 0.11%             | 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        |   1205000 | PA      | $1220932.50   | 0.35%             | 2027-12-22      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK         | Federal Home Loan Banks                                                     | CUSIP: 3130ALBC7<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   6475000 | PA      | $6144870.89   | 1.77%             | 2028-02-25      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK       | Federal Farm Credit Banks Funding Corp                                      | CUSIP: 3133EWAU4<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   7500000 | PA      | $7456881.38   | 2.14%             | 2028-01-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV        | Fidelity National Information Services Inc                                  | CUSIP: 31620MCE4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    270000 | PA      | $267808.07    | 0.08%             | 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        |    680000 | PA      | $691311.89    | 0.20%             | 2028-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                | MVW 2019-2 LLC                                                              | CUSIP: 55400DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     90099 | PA      | $89980.35     | 0.03%             | 2038-10-20      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| MARS INC                       | Mars Inc                                                                    | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   2055000 | PA      | $2067428.48   | 0.59%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MARS INC                       | Mars Inc                                                                    | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   2860000 | PA      | $2890333.33   | 0.83%             | 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        |   1680000 | PA      | $1674121.24   | 0.48%             | 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        |   4840000 | PA      | $4766490.42   | 1.37%             | 2031-11-19      | Variable      | 4.46%                 | 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   | 0.43%             | 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        |   3413944 | PA      | $3405822.81   | 0.98%             | 2039-02-15      | Floating      | 5.32%                 | 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        |    375000 | PA      | $376497.13    | 0.11%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| GALAXY COMMODITY POLARIS FUND  | GALAXY COMMODITY POLARIS FUND                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    109512 | NS      | $54689083.21  | 15.72%            |  |  |  | No            |                  2 | On Loan: No      |
| Small Business Administration  | United States Small Business Administration                                 | CUSIP: 83162CVD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2865 | PA      | $2682.77      | 0.00%             | 2032-11-01      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC               | T-Mobile USA Inc                                                            | CUSIP: 87264ADA0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    535000 | PA      | $540047.42    | 0.16%             | 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        |   1080000 | PA      | $1092306.73   | 0.31%             | 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        |   1498312 | PA      | $1464563.61   | 0.42%             | 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        |    515000 | PA      | $508267.03    | 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        |   2068523 | PA      | $2088317.77   | 0.60%             | 2029-01-16      | Fixed         | 5.33%                 | 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        |  14748915 | NS      | $14748914.59  | 4.24%             |  |  |  | No            |                  1 | On Loan: No      |
| TX Trust 24-HOU                | TX Trust 2024-HOU                                                           | CUSIP: 90216DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $599250.00    | 0.17%             | 2039-06-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| RTX CORP                       | RTX Corp                                                                    | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    450000 | PA      | $448089.34    | 0.13%             | 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        |   1170000 | PA      | $1167918.79   | 0.34%             | 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        |    405000 | PA      | $406290.86    | 0.12%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                            | CUSIP: 91282CDF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1255000 | PA      | $1180141.21   | 0.34%             | 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        |   7810000 | PA      | $7668138.69   | 2.20%             | 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        |  26330000 | PA      | $26430794.40  | 7.60%             | 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        |   4645000 | PA      | $4654747.25   | 1.34%             | 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        |   6100000 | PA      | $6169816.39   | 1.77%             | 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        |   3980000 | PA      | $4010660.96   | 1.15%             | 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        |  19960000 | PA      | $20409879.64  | 5.87%             | 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        |   7430000 | PA      | $7419261.35   | 2.13%             | 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        |  21370000 | PA      | $21107048.77  | 6.07%             | 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        |   3360000 | PA      | $3314718.76   | 0.95%             | 2030-12-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| VIRGINIA POWER FUEL SEC        | Virginia Power Fuel Securitization LLC                                      | CUSIP: 92808VAA0<br>LEI: 254900BELJ95ONW6U791 | Long             | DBT              | CORP              | US        |    856142 | PA      | $860113.39    | 0.25%             | 2027-05-01      | Fixed         | 5.09%                 | 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        |   1741351 | PA      | $1747065.64   | 0.50%             | 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        |   2390000 | PA      | $2430606.91   | 0.70%             | 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        |   1100000 | PA      | $1091062.50   | 0.31%             | 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        |    600000 | PA      | $593025.89    | 0.17%             | 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        |   1730000 | PA      | $1718740.47   | 0.49%             | 2031-05-15      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| AMCOR GROUP FINANCE            | Amcor Group Finance PLC                                                     | CUSIP: 02344BAA4<br>LEI: 2549008XHB8M1L64J275 | Long             | DBT              | CORP              | GB        |   1445000 | PA      | $1480341.82   | 0.43%             | 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        |   2810000 | PA      | $2847451.96   | 0.82%             | 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        |    820000 | PA      | $823947.07    | 0.24%             | 2029-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                      | Amgen Inc                                                                   | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    745000 | PA      | $755886.22    | 0.22%             | 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        |     17864 | PA      | $17367.64     | 0.00%             | 2065-05-25      | Variable      | 2.04%                 | No            |                  2 | On Loan: No      |
| ARES Commercial Mortgage Trust | ARES Commercial Mortgage Trust 2024-IND                                     | CUSIP: 03990DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $500156.65    | 0.14%             | 2041-07-15      | Floating      | 5.36%                 | 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        |   1640000 | PA      | $1662488.17   | 0.48%             | 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        |    130000 | PA      | $131848.21    | 0.04%             | 2042-04-25      | Floating      | 6.66%                 | 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        |   1870000 | PA      | $1943042.20   | 0.56%             | 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        |    915000 | PA      | $939732.45    | 0.27%             | 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        |   2000000 | PA      | $2080723.60   | 0.60%             | 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        |   2000000 | PA      | $2065719.80   | 0.59%             | 2043-01-25      | Floating      | 7.01%                 | 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        |   2140000 | PA      | $2203275.52   | 0.63%             | 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        |   2830000 | PA      | $2941794.06   | 0.85%             | 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        |    225000 | PA      | $233280.77    | 0.07%             | 2043-06-25      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC          | DB Master Finance LLC                                                       | CUSIP: 233046AN1<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |   1962875 | PA      | $1932225.69   | 0.56%             | 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        |    705000 | PA      | $717633.35    | 0.21%             | 2030-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| EATON CORP                     | Eaton Corp                                                                  | CUSIP: 278058DX7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    625000 | PA      | $615645.41    | 0.18%             | 2031-03-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ELARA HGV TIMESHARE ISSUER     | Elara HGV Timeshare Issuer 2021-A LLC                                       | CUSIP: 28416LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    602426 | PA      | $577059.48    | 0.17%             | 2035-08-27      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                   | Enbridge Inc                                                                | CUSIP: 29250NBX2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    610000 | PA      | $632846.67    | 0.18%             | 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        |   1170000 | PA      | $1180698.75   | 0.34%             | 2026-12-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP             | Essex Portfolio LP                                                          | CUSIP: 29717PAY3<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    410000 | PA      | $389042.52    | 0.11%             | 2028-03-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP LP           | Kite Realty Group LP                                                        | CUSIP: 49803XAA1<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |    985000 | PA      | $982165.32    | 0.28%             | 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        |    865000 | PA      | $859042.62    | 0.25%             | 2027-05-15      | Fixed         | 3.88%                 | 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        |   1075000 | PA      | $1065657.61   | 0.31%             | 2031-04-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| MAPLE PARENT HLDS CO           | Maple Parent Holdings Corp                                                  | CUSIP: 56530KAA4<br>LEI: 254900J6FBJ1E892Q074 | Long             | DBT              | CORP              | US        |    135000 | PA      | $134997.27    | 0.04%             | 2029-03-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PLYM Commercial Mortgage Trust | PLYM Commercial Mortgage Trust 2026-IND                                     | CUSIP: 69292BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1150000 | PA      | $1144248.97   | 0.33%             | 2043-03-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.            | PFS Financing Corp                                                          | CUSIP: 69335PFJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1890000 | PA      | $1917517.08   | 0.55%             | 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        |   3250000 | PA      | $3072907.18   | 0.88%             | 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        |    810000 | PA      | $816851.25    | 0.23%             | 2029-11-01      | Fixed         | 4.62%                 | No            |                  2 | 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