# EDGAR Filing Document

**Accession Number:** 0001506768
**File Stem:** 0000894189-26-015663
**Filing Date:** 2026-5
**Character Count:** 43702
**Document Hash:** e59cf5196b4cf4723012fd84119e6414
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000894189-26-015663.hdr.sgml**: 20260526

**ACCESSION NUMBER**: 0000894189-26-015663

**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:** 261018959

**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 Dynamic Opportunity Fund (Series ID: S000040449)

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

## Nport-Ex

---

| | | |
|:---|:---|:---|
| **LoCorr Dynamic Opportunity Fund** | **LoCorr Dynamic Opportunity Fund** | **LoCorr Dynamic Opportunity Fund** |
| **Schedule of Investments** | **Schedule of Investments** | **Schedule of Investments** |
| **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** |
| **COMMON STOCKS - 64.9%** | **Shares**  | **Value**  |
| **Aerospace & Defense - 2.0%** | **Aerospace & Defense - 2.0%** | |
| MTU Aero Engines AG | 1630 | $584054 |
| **Airlines - 0.4%** | **Airlines - 0.4%** |  |
| Alaska Air Group, Inc. <sup>(a)</sup> | 3162 | 116298 |
| **Apparel - 1.9%** | **Apparel - 1.9%** |  |
| Under Armour, Inc. - Class A <sup>(a)</sup> | 94162 | 556497 |
| **Banks - 3.9%** | **Banks - 3.9%** |  |
| Fifth Third Bancorp | 6283 | 291908 |
| JPMorgan Chase & Co. | 981 | 288571 |
| Zions Bancorporation | 10090 | 581386 |
|  |  | 1161865 |
| **Beverages - 2.0%** | **Beverages - 2.0%** |  |
| Primo Brands Corp. | 31156 | 586668 |
| **Building Materials - 0.3%** | **Building Materials - 0.3%** |  |
| Amrize Ltd. <sup>(a)</sup> | 1831 | 102573 |
| **Chemicals - 3.5%** | **Chemicals - 3.5%** |  |
| International Flavors & Fragrances, Inc. | 14190 | 1029485 |
| **Diversified Financial Services - 10.4%** | **Diversified Financial Services - 10.4%** |  |
| Franklin Resources, Inc. | 49516 | 1169568 |
| Moelis & Co. - Class A | 8174 | 465918 |
| Raymond James Financial, Inc. | 2015 | 291752 |
| Rocket Cos., Inc. - Class A <sup>(a)</sup> | 83098 | 1184146 |
|  |  | 3111384 |
| **Entertainment - 12.5%** | **Entertainment - 12.5%** |  |
| Churchill Downs, Inc. | 15674 | 1407995 |
| Penn National Gaming, Inc. <sup>(a)</sup> | 60062 | 902732 |
| Vail Resorts, Inc. | 10975 | 1408312 |
|  |  | 3719039 |
| **Healthcare-Products - 1.6%** | **Healthcare-Products - 1.6%** |  |
| Avantor, Inc. <sup>(a)</sup> | 59635 | 467538 |
| **Home Builders - 1.9%** | **Home Builders - 1.9%** |  |
| Toll Brothers, Inc. | 4243 | 579042 |
| **Internet - 1.0%** | **Internet - 1.0%** |  |
| Amazon.com, Inc. <sup>(a)</sup> | 1385 | 288454 |
| **Iron/Steel - 0.4%** | **Iron/Steel - 0.4%** |  |
| Commercial Metals Co. | 1876 | 115243 |
| **Leisure Time - 1.0%** | **Leisure Time - 1.0%** |  |
| Carnival Corp. | 11607 | 300389 |
| **Lodging - 1.9%** | **Lodging - 1.9%** |  |
| Wynn Resorts Ltd. | 5484 | 556900 |
| **Media - 1.9%** | **Media - 1.9%** |  |
| Versant Media Group, Inc. | 15649 | 579326 |
| **Pipelines - 3.1%** | **Pipelines - 3.1%** |  |
| Golar LNG Ltd. | 8677 | 469512 |
| Kinder Morgan, Inc. | 13420 | 449973 |
|  |  | 919485 |
| **Retail - 3.0%** | **Retail - 3.0%** |  |
| Bob's Discount Furniture, Inc. <sup>(a)</sup> | 15571 | 182959 |
| Floor & Decor Holdings, Inc. - Class A <sup>(a)</sup> | 2649 | 134569 |
| Lululemon Athletica, Inc. <sup>(a)</sup> | 3836 | 587292 |
|  |  | 904820 |
| **Semiconductors - 9.6%** | **Semiconductors - 9.6%** |  |
| Allegro MicroSystems, Inc. <sup>(a)</sup> | 9644 | 304075 |
| Analog Devices, Inc. | 926 | 294598 |
| GLOBALFOUNDRIES, Inc. <sup>(a)</sup> | 13352 | 593897 |
| Microchip Technology, Inc. | 4523 | 292231 |
| NXP Semiconductors NV | 5383 | 1059698 |
| Wolfspeed, Inc. <sup>(a)</sup> | 19104 | 311777 |
|  |  | 2856276 |
| **Shipbuilding - 0.9%** | **Shipbuilding - 0.9%** |  |
| Huntington Ingalls Industries, Inc. | 701 | 266310 |
| **Software - 0.8%** | **Software - 0.8%** |  |
| Elastic NV <sup>(a)</sup> | 2321 | 116027 |
| SentinelOne, Inc. - Class A <sup>(a)</sup> | 8977 | 115624 |
|  |  | 231651 |
| **Telecommunications - 0.9%** | **Telecommunications - 0.9%** |  |
| Verizon Communications, Inc. | 5671 | 284684 |
| **TOTAL COMMON STOCKS** (Cost $18,904,182) | **TOTAL COMMON STOCKS** (Cost $18,904,182) | 19317981 |
| **REAL ESTATE INVESTMENT TRUSTS - 8.0%** | **Shares**  | **Value**  |
| American Tower Corp. | 854 | 147383 |
| Crown Castle, Inc. | 7881 | 640804 |
| Healthcare Realty Trust, Inc. | 55775 | 947617 |
| Kimco Realty Corp. | 6369 | 143112 |
| Pebblebrook Hotel Trust | 27112 | 342425 |
| SBA Communications Corp. | 866 | 149047 |
| **TOTAL REAL ESTATE INVESTMENT TRUSTS** (Cost $2,381,220) | **TOTAL REAL ESTATE INVESTMENT TRUSTS** (Cost $2,381,220) | 2370388 |
| **TOTAL INVESTMENTS - 72.9% (**Cost $21,285,402**)** | **TOTAL INVESTMENTS - 72.9% (**Cost $21,285,402**)** | $21688369 |
| Money Market Deposit Account - 26.7% <sup>(b)</sup> | Money Market Deposit Account - 26.7% <sup>(b)</sup> | 7940532 |
| Other Assets in Excess of Liabilities - 0.4% <sup>(c)</sup> | Other Assets in Excess of Liabilities - 0.4% <sup>(c)</sup> | 115406 |
| **TOTAL NET ASSETS - 100.0%** |  | $29744307 |
| Percentages are stated as a percent of net assets. | Percentages are stated as a percent of net assets. |  |

---

REIT - Real Estate Investment Trust<br>

(a) Non-income producing security.

(b) 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%.

(c) Includes assets pledged as collateral for securities sold short. As of the reporting date, the value of these assets total $13,400,189.

------

---

| | | |
|:---|:---|:---|
| **LoCorr Dynamic Opportunity Fund** | **LoCorr Dynamic Opportunity Fund** | **LoCorr Dynamic Opportunity Fund** |
| **Schedule of Securities Sold Short** | **Schedule of Securities Sold Short** | **Schedule of Securities Sold Short** |
| **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** |
| **COMMON STOCKS** - **(19.9)%** | **Shares** | **Value** |
| **Advertising - (0.4)%** | **Advertising - (0.4)%** | |
| Omnicom Group, Inc. | (1502) | $(113116) |
| **Agriculture - (0.1)%** | **Agriculture - (0.1)%** |  |
| Fresh Del Monte Produce, Inc. | (747) | (30074) |
| **Auto Manufacturers - (0.9)%** | **Auto Manufacturers - (0.9)%** |  |
| Blue Bird Corp. | (4505) | (255839) |
| **Beverages - (0.9)%** | **Beverages - (0.9)%** |  |
| Anheuser-Busch InBev SA/NV - ADR | (2507) | (173910) |
| Vita Coco Co., Inc. | (2180) | (104444) |
|  |  | (278354) |
| **Chemicals - (0.5)%** | **Chemicals - (0.5)%** |  |
| CF Industries Holdings, Inc. | (1153) | (149706) |
| **Commercial Services - (0.9)%** | **Commercial Services - (0.9)%** |  |
| Automatic Data Processing, Inc. | (1084) | (220247) |
| Avis Budget Group, Inc. | (413) | (60236) |
|  |  | (280483) |
| **Computers - (0.2)%** | **Computers - (0.2)%** |  |
| Lumentum Holdings, Inc. | (84) | (59032) |
| **Diversified Financial Services - (2.4)%** | **Diversified Financial Services - (2.4)%** |  |
| Capital One Financial Corp. | (472) | (86107) |
| Evercore Partners, Inc. - Class A | (1635) | (488064) |
| SoFi Technologies, Inc. | (3624) | (57549) |
| Synchrony Financial | (1272) | (86521) |
|  |  | (718241) |
| **Electronics - (0.2)%** | **Electronics - (0.2)%** |  |
| Coherent Corp. | (248) | (59076) |
| **Food - (2.0)%** | **Food - (2.0)%** |  |
| Conagra Brands, Inc. | (7212) | (113373) |
| Kraft Heinz Co. | (5245) | (117960) |
| Marzetti Co. | (1045) | (144555) |
| McCormick & Co., Inc./MD | (1171) | (59065) |
| Mondelez International, Inc. - Class A | (2921) | (168366) |
|  |  | (603319) |
| **Healthcare-Products - (1.5)%** | **Healthcare-Products - (1.5)%** |  |
| ResMed, Inc. | (2063) | (463102) |
| **Home Builders - (0.6)%** | **Home Builders - (0.6)%** |  |
| LCI Industries | (1493) | (183609) |
| **Household Products/Wares - (0.2)%** | **Household Products/Wares - (0.2)%** |  |
| Clorox Co. | (627) | (64976) |
| **Leisure Time - (0.7)%** | **Leisure Time - (0.7)%** |  |
| Polaris Industries, Inc. | (2642) | (143989) |
| Viking Holdings Ltd. | (811) | (59592) |
|  |  | (203581) |
| **Lodging - (1.0)%** | **Lodging - (1.0)%** |  |
| Las Vegas Sands Corp. | (5284) | (284702) |
| **Retail - (2.4)%** | **Retail - (2.4)%** |  |
| Chipotle Mexican Grill, Inc. | (7278) | (232969) |
| Darden Restaurants, Inc. | (1168) | (228974) |
| Shake Shack, Inc. - Class A | (2725) | (241081) |
|  |  | (703024) |
| **Semiconductors - (0.5)%** | **Semiconductors - (0.5)%** |  |
| AXT, Inc. | (426) | (24273) |
| FormFactor, Inc. | (920) | (89231) |
| Micron Technology, Inc. | (87) | (29392) |
|  |  | (142896) |
| **Software - (1.7)%** | **Software - (1.7)%** |  |
| Clear Secure, Inc. - Class A | (2287) | (110714) |
| Microsoft Corp. | (740) | (273926) |
| Paychex, Inc. | (1278) | (117729) |
|  |  | (502369) |
| **Telecommunications - (2.3)%** | **Telecommunications - (2.3)%** |  |
| AT&T, Inc. | (11818) | (342604) |
| T-Mobile US, Inc. | (1624) | (341089) |
|  |  | (683693) |
| **Transportation - (0.5)%** | **Transportation - (0.5)%** |  |
| Kirby Corp. | (1196) | (158925) |
| **TOTAL COMMON STOCKS** (Proceeds $6,100,504) | **TOTAL COMMON STOCKS** (Proceeds $6,100,504) | (5938117) |
| **REAL ESTATE INVESTMENT TRUSTS** - **(2.4)%** | **Shares** | **Value** |
| Alexandria Real Estate Equities, Inc. | (5953) | (276339) |
| AvalonBay Communities, Inc. | (523) | (85432) |
| Camden Property Trust | (876) | (85550) |
| Iron Mountain, Inc. | (571) | (58322) |
| Mid-America Apartment Communities, Inc. | (701) | (85606) |
| SL Green Realty Corp. | (3066) | (113258) |
| **TOTAL REAL ESTATE INVESTMENT TRUSTS** (Proceeds $750,494) | **TOTAL REAL ESTATE INVESTMENT TRUSTS** (Proceeds $750,494) | (704507) |
| **TOTAL SECURITIES SOLD SHORT - (22.3)%** (Proceeds $6,850,998) |  | $(6642624) |
| Percentages are stated as a percent of net assets. |  |  |
| ADR - American Depositary Receipt | ADR - American Depositary Receipt | ADR - American Depositary Receipt |

---

------

#### Summary of Fair Value Disclosure as of March 31, 2026 (Unaudited)
LoCorr Dynamic Opportunity 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;Common Stocks | $19317981 | $– | $– | $19317981 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Real Estate Investment Trusts | 2370388 | – | – | 2370388 |
| Total Investments | $21688369 | $– | $– | $21688369 |
| **Liabilities:** |  |  |  |  |
| <u>Investments:</u> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Common Stocks | $(5938117) | $– | $– | $(5938117) |
| &nbsp;&nbsp;&nbsp;&nbsp;Real Estate Investment Trusts | (704507) | – | – | (704507) |
| Total Investments | $(6642624) | $– | $– | $(6642624) |
| 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 Dynamic Opportunity Fund

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

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

**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:** $40246213.99

**Total Liabilities:** $10299472.02

**Net Assets:** $29946741.97

**Cash Not Reported:** $13400189.27

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000125631 | -0.19%               | 2.42%                | -2.46%               |
| Class ID C000125632 | -0.21%               | 2.37%                | -2.52%               |
| Class ID C000125633 | -0.18%               | 2.44%                | -2.38%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $572356.13               | $-607344.42                                |
| Month 2  | $-340547.43              | $1006877.20                                |
| Month 3  | $-416335.38              | $-384964.33                                |

**Designated Index Information**

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

- **Index Identifier:** QV69WKJKF4

### Schedule of Portfolio Investments

| Name                           | Title                                  | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Marzetti Company/The           | Marzetti Company/The                   | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Short            | EC               | CORP              | US        |     -1045 | NS      | $-144554.85   | -0.48%            |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Co Inc/MD          | McCormick & Co Inc/MD                  | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Short            | EC               | CORP              | US        |     -3023 | NS      | $-152480.12   | -0.51%            |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                 | Microsoft Corp                         | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Short            | EC               | CORP              | US        |      -740 | NS      | $-273925.80   | -0.91%            |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc          | Micron Technology Inc                  | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Short            | EC               | CORP              | US        |       -87 | NS      | $-29392.08    | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communit | Mid-America Apartment Communities Inc  | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Short            | EC               | CORP              | US        |      -701 | NS      | $-85606.12    | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| Moelis & Co                    | Moelis & Co                            | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |      5209 | NS      | $296913.00    | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc     | Mondelez International Inc             | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Short            | EC               | CORP              | US        |     -4937 | NS      | $-284568.68   | -0.95%            |  |  |  | No            |                  1 | On Loan: No      |
| iShares Russell 2000 ETF       | iShares Russell 2000 ETF               | CUSIP: 464287655<br>LEI: 549300O80OAR5VTWR172 | Short            | EC               | RF                | US        |     -4729 | NS      | $-1172792.00  | -3.92%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co            | JPMorgan Chase & Co                    | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      2401 | NS      | $706278.16    | 2.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc              | Kinder Morgan Inc                      | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |     13420 | NS      | $449972.60    | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirby Corp                     | Kirby Corp                             | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Short            | EC               | CORP              | US        |     -1196 | NS      | $-158924.48   | -0.53%            |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co/The             | Kraft Heinz Co/The                     | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Short            | EC               | CORP              | US        |     -5245 | NS      | $-117960.05   | -0.39%            |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                 | LCI Industries                         | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Short            | EC               | CORP              | US        |     -1883 | NS      | $-231571.34   | -0.77%            |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp           | Las Vegas Sands Corp                   | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Short            | EC               | CORP              | US        |     -5284 | NS      | $-284701.92   | -0.95%            |  |  |  | No            |                  1 | On Loan: No      |
| Lululemon Athletica Inc        | Lululemon Athletica Inc                | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | CA        |      1944 | NS      | $297626.40    | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings Inc          | Lumentum Holdings Inc                  | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Short            | EC               | CORP              | US        |       -43 | NS      | $-30218.68    | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp                     | Nucor Corp                             | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |        19 | NS      | $3212.90      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc              | Omnicom Group Inc                      | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Short            | EC               | CORP              | US        |     -1502 | NS      | $-113115.62   | -0.38%            |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial            | Synchrony Financial                    | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Short            | EC               | CORP              | US        |     -4432 | NS      | $-301464.64   | -1.01%            |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                | T-Mobile US Inc                        | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Short            | EC               | CORP              | US        |     -1624 | NS      | $-341088.72   | -1.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers Inc              | Toll Brothers Inc                      | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |      3459 | NS      | $472049.73    | 1.58%             |  |  |  | No            |                  1 | On Loan: No      |
| MTU Aero Engines AG            | MTU Aero Engines AG                    | CUSIP: N/A<br>LEI: 529900807L67JY81RD65       | Long             | EC               | CORP              | DE        |       831 | NS      | $297759.95    | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV          | NXP Semiconductors NV                  | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |      4449 | NS      | $875830.14    | 2.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc                    | Paychex Inc                            | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Short            | EC               | CORP              | US        |     -1278 | NS      | $-117729.36   | -0.39%            |  |  |  | No            |                  1 | On Loan: No      |
| Pebblebrook Hotel Trust        | Pebblebrook Hotel Trust                | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               | CORP              | US        |     27112 | NS      | $342424.56    | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Penn Entertainment Inc         | Penn Entertainment Inc                 | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51011 | NS      | $766695.33    | 2.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris Inc                    | Polaris Inc                            | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Short            | EC               | CORP              | US        |     -5219 | NS      | $-284435.50   | -0.95%            |  |  |  | No            |                  1 | On Loan: No      |
| Primo Brands Corp              | Primo Brands Corp                      | CUSIP: 741623102<br>LEI: 254900J0WS4AXV2LAX55 | Long             | EC               | CORP              | US        |     31156 | NS      | $586667.48    | 1.96%             |  |  |  | No            |                  1 | On Loan: No      |
| RH                             | RH                                     | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |      4012 | NS      | $560957.84    | 1.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial Inc    | Raymond James Financial Inc            | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |      1154 | NS      | $167087.66    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| ResMed Inc                     | ResMed Inc                             | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Short            | EC               | CORP              | US        |     -2063 | NS      | $-463102.24   | -1.55%            |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Cos Inc                 | Rocket Cos Inc                         | CUSIP: 77311W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49879 | NS      | $710775.75    | 2.37%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corp        | SBA Communications Corp                | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |       866 | NS      | $149047.26    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| SL Green Realty Corp           | SL Green Realty Corp                   | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Short            | EC               | CORP              | US        |     -3066 | NS      | $-113258.04   | -0.38%            |  |  |  | No            |                  1 | On Loan: No      |
| State Street SPDR S&P 500 ETF  | State Street SPDR S&P 500 ETF Trust    | CUSIP: 78462F103<br>LEI: 549300NZAMSJ8FXPQQ63 | Short            | EC               | RF                | US        |     -1792 | NS      | $-1165409.28  | -3.89%            |  |  |  | No            |                  1 | On Loan: No      |
| AXT Inc                        | AXT Inc                                | CUSIP: 00246W103<br>LEI: 549300M2142IVLVIJN37 | Short            | EC               | CORP              | US        |      -426 | NS      | $-24273.48    | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Group Inc          | Avis Budget Group Inc                  | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Short            | EC               | CORP              | US        |      -413 | NS      | $-60236.05    | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| Blue Bird Corp                 | Blue Bird Corp                         | CUSIP: 095306106<br>LEI: 5493004ZXJUUWQ65ER59 | Short            | EC               | CORP              | US        |     -4505 | NS      | $-255838.95   | -0.85%            |  |  |  | No            |                  1 | On Loan: No      |
| Bob's Discount Furniture Inc   | Bob's Discount Furniture Inc           | CUSIP: 09681N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10179 | NS      | $119603.25    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| SentinelOne Inc                | SentinelOne Inc                        | CUSIP: 81730H109<br>LEI: 984500DCD44DBF954221 | Long             | EC               | CORP              | US        |     14575 | NS      | $187726.00    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Shake Shack Inc                | Shake Shack Inc                        | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Short            | EC               | CORP              | US        |     -2725 | NS      | $-241080.75   | -0.81%            |  |  |  | No            |                  1 | On Loan: No      |
| SoFi Technologies Inc          | SoFi Technologies Inc                  | CUSIP: 83406F102<br>LEI: 549300SW81JCMVZDDY09 | Short            | EC               | CORP              | US        |     -8252 | NS      | $-131041.76   | -0.44%            |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc               | Crown Castle Inc                       | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |      7881 | NS      | $640804.11    | 2.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants Inc         | Darden Restaurants Inc                 | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Short            | EC               | CORP              | US        |     -1168 | NS      | $-228974.72   | -0.76%            |  |  |  | No            |                  1 | On Loan: No      |
| Evercore Inc                   | Evercore Inc                           | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Short            | EC               | CORP              | US        |     -1635 | NS      | $-488063.85   | -1.63%            |  |  |  | No            |                  1 | On Loan: No      |
| FormFactor Inc                 | FormFactor Inc                         | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Short            | EC               | CORP              | US        |      -920 | NS      | $-89230.80    | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources Inc         | Franklin Resources Inc                 | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |     39994 | NS      | $944658.28    | 3.15%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANK MMDA - USBGFS 9        | US BANK MMDA - USBGFS 9                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |   7940532 | NS      | $7940532.12   | 26.52%            |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour Inc               | Under Armour Inc                       | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |     94162 | NS      | $556497.42    | 1.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Vail Resorts Inc               | Vail Resorts Inc                       | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |      8871 | NS      | $1138326.72   | 3.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc     | Verizon Communications Inc             | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |      5671 | NS      | $284684.20    | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Versant Media Group Inc        | Versant Media Group Inc                | CUSIP: 925283103<br>LEI: 254900D2Q5F5F229PU30 | Long             | EC               | CORP              | US        |      8033 | NS      | $297381.66    | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Vita Coco Co Inc/The           | Vita Coco Co Inc/The                   | CUSIP: 92846Q107<br>LEI: 54930020WXOAWHR85Y25 | Short            | EC               | CORP              | US        |     -2180 | NS      | $-104443.80   | -0.35%            |  |  |  | No            |                  1 | On Loan: No      |
| Wolfspeed Inc                  | Wolfspeed Inc                          | CUSIP: 97785W106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17602 | NS      | $287264.64    | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Wynn Resorts Ltd               | Wynn Resorts Ltd                       | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |      5484 | NS      | $556900.20    | 1.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorp NA               | Zions Bancorp NA                       | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |      8148 | NS      | $469487.76    | 1.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Viking Holdings Ltd            | Viking Holdings Ltd                    | CUSIP: N/A<br>LEI: 52990032GOPN7BVQMN13       | Short            | EC               | CORP              | BM        |      -811 | NS      | $-59592.28    | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| Elastic NV                     | Elastic NV                             | CUSIP: N/A<br>LEI: 2549003I48WHHH937I59       | Long             | EC               | CORP              | US        |      5519 | NS      | $275894.81    | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings Inc     | CF Industries Holdings Inc             | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Short            | EC               | CORP              | US        |     -1153 | NS      | $-149705.52   | -0.50%            |  |  |  | No            |                  1 | On Loan: No      |
| Camden Property Trust          | Camden Property Trust                  | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Short            | EC               | CORP              | US        |      -876 | NS      | $-85550.16    | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp     | Capital One Financial Corp             | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Short            | EC               | CORP              | US        |     -1589 | NS      | $-289881.27   | -0.97%            |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill Inc     | Chipotle Mexican Grill Inc             | CUSIP: 169656105<br>LEI: 529900REP5VGTPCP1J71 | Short            | EC               | CORP              | US        |     -7278 | NS      | $-232968.78   | -0.78%            |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs Inc            | Churchill Downs Inc                    | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |     13011 | NS      | $1168778.13   | 3.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Secure Inc               | Clear Secure Inc                       | CUSIP: 18467V109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -2287 | NS      | $-110713.67   | -0.37%            |  |  |  | No            |                  1 | On Loan: No      |
| Clorox Co/The                  | Clorox Co/The                          | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Short            | EC               | CORP              | US        |      -627 | NS      | $-64976.01    | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp                  | Coherent Corp                          | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Short            | EC               | CORP              | US        |      -129 | NS      | $-30729.09    | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co           | Commercial Metals Co                   | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |      1876 | NS      | $115242.68    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc             | Conagra Brands Inc                     | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Short            | EC               | CORP              | US        |    -10830 | NS      | $-170247.60   | -0.57%            |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                       | AT&T Inc                               | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Short            | EC               | CORP              | US        |    -11818 | NS      | $-342603.82   | -1.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equitie | Alexandria Real Estate Equities Inc    | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Short            | EC               | CORP              | US        |     -5953 | NS      | $-276338.26   | -0.92%            |  |  |  | No            |                  1 | On Loan: No      |
| Allegro MicroSystems Inc       | Allegro MicroSystems Inc               | CUSIP: 01749D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5271 | NS      | $166194.63    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                 | Amazon.com Inc                         | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      5053 | NS      | $1052388.31   | 3.51%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp            | American Tower Corp                    | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |       854 | NS      | $147383.32    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc             | Analog Devices Inc                     | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |       512 | NS      | $162887.68    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Anheuser-Busch InBev SA/NV     | Anheuser-Busch InBev SA/NV             | CUSIP: 03524A108<br>LEI: 5493008H3828EMEXB082 | Short            | EC               | CORP              | BE        |     -2507 | NS      | $-173910.59   | -0.58%            |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc  | Automatic Data Processing Inc          | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Short            | EC               | CORP              | US        |     -1084 | NS      | $-220247.12   | -0.74%            |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities Inc      | AvalonBay Communities Inc              | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Short            | EC               | CORP              | US        |      -523 | NS      | $-85432.05    | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| Avantor Inc                    | Avantor Inc                            | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48520 | NS      | $380396.80    | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Realty Trust Inc    | Healthcare Realty Trust Inc            | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |     50245 | NS      | $853662.55    | 2.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries  | Huntington Ingalls Industries Inc      | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |       701 | NS      | $266309.90    | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| IFF                            | International Flavors & Fragrances Inc | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |     14669 | NS      | $1064235.95   | 3.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain Inc              | Iron Mountain Inc                      | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Short            | EC               | CORP              | US        |      -571 | NS      | $-58321.94    | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Fresh Del Monte Produce Inc    | Fresh Del Monte Produce Inc            | CUSIP: N/A<br>LEI: 529900I72V9F0FEZR228       | Short            | EC               | CORP              | US        |      -747 | NS      | $-30074.22    | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| GLOBALFOUNDRIES Inc            | GLOBALFOUNDRIES Inc                    | CUSIP: N/A<br>LEI: 549300BA76VK784VMX48       | Long             | EC               | CORP              | US        |     10612 | NS      | $472021.76    | 1.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Golar LNG Ltd                  | Golar LNG Ltd                          | CUSIP: N/A<br>LEI: 213800C2VSFZG3EZLO34       | Long             | EC               | CORP              | BM        |      8677 | NS      | $469512.47    | 1.57%             |  |  |  | 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