LFMAX Holdings — LoCorr Macro Strategies Fund
Data updated: 2026-08-25
LFMAX holds 555 securities. The top 10 make up 42.2% of net assets, led by United States Treasury Note/Bond (7.63%) and United States Treasury Note/Bond (6.88%). Government Bonds (51.2%) and Mortgage / Securitized (22.1%) are the largest sectors, and 89.4% of the portfolio is in United States. Debt holdings: 81 positions, 65.3% of assets.
Holdings cover 90.90% of net asset value (93.12% of total assets; remainder is cash and receivables). As of June 30, 2026 · N-PORT.
LFMAX Portfolio Holdings
555 holdings of LoCorr Macro Strategies Fund by percentage of net assets, from the fund's SEC N-PORT filing as of June 30, 2026. The 100 largest are listed below; the interactive table on this page lists all 555.
| Holding | Ticker | Sector | % of net assets | Value (USD) |
|---|---|---|---|---|
| United States Treasury Note/Bond | — | Government Bonds | 7.63% | $129.40M |
| United States Treasury Note/Bond | — | Government Bonds | 6.88% | $116.71M |
| United States Treasury Note/Bond | — | Government Bonds | 5.54% | $94.00M |
| United States Treasury Note/Bond | — | Government Bonds | 5.20% | $88.20M |
| US Bank Mmda - Usbgfs 9 | — | Funds & ETFs | 4.56% | $77.39M |
| United States Treasury Note/Bond | — | Government Bonds | 3.77% | $63.94M |
| United States Treasury Note/Bond | — | Government Bonds | 3.06% | $51.89M |
| Federal National Mortgage Association | — | Government Bonds | 1.95% | $33.08M |
| United States Treasury Note/Bond | — | Government Bonds | 1.83% | $31.09M |
| Morgan Stanley Private Bank NA | — | Corporate Bonds | 1.82% | $30.93M |
| Federal National Mortgage Association | — | Government Bonds | 1.57% | $26.71M |
| United States Treasury Note/Bond | — | Government Bonds | 1.52% | $25.75M |
| Federal Farm Credit Banks Funding Corp | — | Government Bonds | 1.29% | $21.85M |
| United States Treasury Note/Bond | — | Government Bonds | 1.17% | $19.78M |
| Mars Inc | — | Corporate Bonds | 1.12% | $18.93M |
| JPMorgan Chase & Co | — | Corporate Bonds | 1.03% | $17.48M |
| Wells Fargo & Co | — | Corporate Bonds | 0.93% | $15.70M |
| United States Treasury Note/Bond | — | Government Bonds | 0.86% | $14.55M |
| Federal Farm Credit Banks Funding Corp | — | Government Bonds | 0.70% | $11.91M |
| Healthcare Realty Holdings LP | — | Corporate Bonds | 0.68% | $11.54M |
| GM Financial Consumer Automobile Receivables Trust 2026-2 | — | Mortgage / Securitized | 0.67% | $11.40M |
| Connecticut Avenue Securities Trust 2022-R06 | — | Mortgage / Securitized | 0.65% | $11.10M |
| CarMax Auto Owner Trust 2024-4 | — | Mortgage / Securitized | 0.65% | $11.07M |
| Federal Home Loan Banks | — | Government Bonds | 0.65% | $10.95M |
| Freddie Mac STACR REMIC Trust 2023-HQA1 | — | Mortgage / Securitized | 0.63% | $10.64M |
| Federal Home Loan Banks | — | Government Bonds | 0.62% | $10.60M |
| Morgan Stanley Private Bank NA | — | Corporate Bonds | 0.62% | $10.51M |
| Honda Auto Receivables 2026-1 Owner Trust | — | Mortgage / Securitized | 0.61% | $10.35M |
| ARDN 2025-ARCP Mortgage Trust | — | Mortgage / Securitized | 0.59% | $10.00M |
| Bank of America Corp | — | Corporate Bonds | 0.56% | $9.49M |
| American Express Credit Account Master Trust | — | Mortgage / Securitized | 0.56% | $9.42M |
| Amcor Group Finance PLC | — | Corporate Bonds | 0.54% | $9.21M |
| United States Treasury Note/Bond | — | Government Bonds | 0.53% | $9.05M |
| United States Treasury Note/Bond | — | Government Bonds | 0.52% | $8.85M |
| CVS Health Corp | — | Corporate Bonds | 0.52% | $8.80M |
| Mars Inc | — | Corporate Bonds | 0.49% | $8.39M |
| Freddie Mac STACR REMIC Trust 2022-DNA5 | — | Mortgage / Securitized | 0.48% | $8.09M |
| Ford Credit Auto Owner Trust 2024-C | — | Mortgage / Securitized | 0.48% | $8.06M |
| Honeywell Aerospace Inc | — | Corporate Bonds | 0.47% | $8.01M |
| Toyota Auto Receivables 2024-B Owner Trust | — | Mortgage / Securitized | 0.46% | $7.79M |
| PFS Financing Corp | — | Mortgage / Securitized | 0.44% | $7.40M |
| UnitedHealth Group Inc | — | Corporate Bonds | 0.43% | $7.28M |
| BBCMS Mortgage Trust 2023-C19 | — | Mortgage / Securitized | 0.42% | $7.19M |
| World Omni Auto Receivables Trust 2026-A | — | Mortgage / Securitized | 0.42% | $7.13M |
| Energy Transfer LP | — | Corporate Bonds | 0.42% | $7.07M |
| Mercedes-Benz Auto Lease Trust 2025-B | — | Mortgage / Securitized | 0.40% | $6.86M |
| T-Mobile USA Inc | — | Corporate Bonds | 0.40% | $6.80M |
| BX Trust 2026-RISE | — | Mortgage / Securitized | 0.40% | $6.76M |
| Boeing Co/The | — | Corporate Bonds | 0.39% | $6.55M |
| Augusta SpinCo Corp | — | Corporate Bonds | 0.38% | $6.40M |
| Connecticut Avenue Securities Trust 2022-R08 | — | Mortgage / Securitized | 0.37% | $6.27M |
| HCA Inc | — | Corporate Bonds | 0.37% | $6.23M |
| Amazon.com Inc | — | Corporate Bonds | 0.36% | $6.16M |
| NRTH Commercial Mortgage Trust 2025-PARK | — | Mortgage / Securitized | 0.36% | $6.09M |
| United States Treasury Note/Bond | — | Government Bonds | 0.34% | $5.83M |
| Toyota Auto Receivables 2026-B Owner Trust | — | Mortgage / Securitized | 0.34% | $5.79M |
| Kite Realty Group LP | — | Corporate Bonds | 0.34% | $5.75M |
| Florida Power & Light Co | — | Corporate Bonds | 0.34% | $5.70M |
| Taco Bell Funding LLC | — | Mortgage / Securitized | 0.33% | $5.66M |
| NYCT Trust 2024-3ELV | — | Mortgage / Securitized | 0.33% | $5.65M |
| Connecticut Avenue Securities Trust 2023-R04 | — | Mortgage / Securitized | 0.33% | $5.52M |
| PKHL Commercial Mortgage Trust 2021-MF | — | Mortgage / Securitized | 0.32% | $5.46M |
| Freddie Mac STACR REMIC Trust 2023-DNA2 | — | Mortgage / Securitized | 0.32% | $5.40M |
| Boeing Co/The | — | Corporate Bonds | 0.31% | $5.34M |
| PLYM Commercial Mortgage Trust 2026-IND | — | Mortgage / Securitized | 0.31% | $5.33M |
| United States Treasury Note/Bond | — | Government Bonds | 0.31% | $5.32M |
| Wells Fargo Commercial Mortgage Trust 2025-B33RP | — | Mortgage / Securitized | 0.31% | $5.25M |
| Philip Morris International Inc | — | Corporate Bonds | 0.31% | $5.20M |
| Connecticut Avenue Securities Trust 2023-R02 | — | Mortgage / Securitized | 0.30% | $5.15M |
| American Homes 4 Rent LP | — | Corporate Bonds | 0.30% | $5.15M |
| Kraft Heinz Foods Co | — | Corporate Bonds | 0.30% | $5.08M |
| BLP Commercial Mortgage Trust 2025-IND2 | — | Mortgage / Securitized | 0.30% | $5.01M |
| Connecticut Avenue Securities Trust 2022-R03 | — | Mortgage / Securitized | 0.29% | $4.87M |
| SCG Trust 2025-SNIP | — | Mortgage / Securitized | 0.28% | $4.76M |
| Amgen Inc | — | Corporate Bonds | 0.28% | $4.68M |
| Connecticut Avenue Securities Trust 2023-R01 | — | Mortgage / Securitized | 0.27% | $4.56M |
| Citigroup Inc | — | Corporate Bonds | 0.27% | $4.52M |
| Duke Energy Carolinas LLC | — | Corporate Bonds | 0.26% | $4.49M |
| PFS Financing Corp | — | Mortgage / Securitized | 0.26% | $4.47M |
| Connecticut Avenue Securities Trust 2022-R07 | — | Mortgage / Securitized | 0.26% | $4.40M |
| Freddie Mac STACR REMIC Trust 2023-HQA3 | — | Mortgage / Securitized | 0.25% | $4.31M |
| Bank of Montreal | — | Corporate Bonds | 0.25% | $4.23M |
| Bpce SA | — | Corporate Bonds | 0.25% | $4.22M |
| LAD Auto Receivables Trust 2026-1 | — | Mortgage / Securitized | 0.24% | $4.07M |
| PFS Financing Corp | — | Mortgage / Securitized | 0.24% | $4.01M |
| Healthcare Realty Holdings LP | — | Corporate Bonds | 0.23% | $3.98M |
| Augusta SpinCo Corp | — | Corporate Bonds | 0.23% | $3.94M |
| DNB Bank ASA | — | Corporate Bonds | 0.23% | $3.90M |
| Oracle Corp | — | Corporate Bonds | 0.23% | $3.87M |
| Wells Fargo Commercial Mortgage Trust 2025-NYCH | — | Mortgage / Securitized | 0.22% | $3.74M |
| Federal Farm Credit Banks Funding Corp | — | Government Bonds | 0.22% | $3.74M |
| Wisconsin Public Service Corp | — | Corporate Bonds | 0.22% | $3.70M |
| Natixis Commercial Mortgage Securities Trust 2019-LVL | — | Mortgage / Securitized | 0.21% | $3.58M |
| Ford Credit Auto Owner Trust 2024-D | — | Mortgage / Securitized | 0.20% | $3.41M |
| Connecticut Avenue Securities Trust 2022-R04 | — | Mortgage / Securitized | 0.20% | $3.39M |
| Mvw 2025-1 LLC | — | Mortgage / Securitized | 0.20% | $3.36M |
| O'Reilly Automotive Inc | — | Corporate Bonds | 0.20% | $3.35M |
| Chpe LLC | — | Corporate Bonds | 0.19% | $3.31M |
| Oracle Corp | — | Corporate Bonds | 0.19% | $3.27M |
| Goldman Sachs Group Inc/The | — | Corporate Bonds | 0.19% | $3.20M |
LFMAX Sector Allocation
LoCorr Macro Strategies Fund holdings grouped by sector, by share of the portfolio's market value.
| Sector | Weight | Holdings |
|---|---|---|
| Government Bonds | 51.2% | 24 |
| Mortgage / Securitized | 22.1% | 97 |
| Corporate Bonds | 21.0% | 57 |
| Funds & ETFs | 5.0% | 1 |
| Commodities | 0.1% | 129 |
| Index | 0.0% | 25 |
| Unknown | 0.7% | 222 |
LFMAX Country Allocation
Where LoCorr Macro Strategies Fund's holdings are domiciled, by percentage of net assets (largest 15).
| Country | % of net assets |
|---|---|
| United States | 89.4% |
| United Kingdom | 0.4% |
| France | 0.3% |
| Canada | 0.2% |
| Norway | 0.2% |
| Germany | 0.2% |
| Japan | 0.1% |
| South Korea | 0.0% |
| Sweden | 0.0% |
| South Africa | 0.0% |
| Brazil | 0.0% |
| Spain | 0.0% |
| India | 0.0% |
| Italy | 0.0% |
| Malaysia | 0.0% |
LFMAX Portfolio Allocation
Asset-class allocation of LoCorr Macro Strategies Fund by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Fixed Income | 65.6% |
| Securitized | 20.3% |
| Cash & Equivalents | 4.6% |
| Derivatives | 0.4% |
| Real Estate | 0.1% |
LFMAX Debt Constituents
Largest debt holdings of LoCorr Macro Strategies Fund by percentage of net assets, from the latest SEC N-PORT filing.
| Debt holding | % of net assets |
|---|---|
| US Treasury N/b | 7.63% |
| US Treasury N/b | 6.88% |
| US Treasury N/b | 5.54% |
| US Treasury N/b | 5.20% |
| US Treasury N/b | 3.77% |
| US Treasury N/b | 3.06% |
| Fannie Mae | 1.95% |
| US Treasury N/b | 1.83% |
| Morgan Stanley Pvt Bank | 1.82% |
| Fannie Mae | 1.57% |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.