LFMCX — LoCorr Macro Strategies Fund
Data updated: 2026-08-25
LFMCX — LoCorr Macro Strategies Fund. Short Treasury / Sovereign Bond · $1.70B AUM · 2.75% expense ratio. Holdings, fees, performance and SEC filings.
LFMCX Fund Overview
LFMCX — LoCorr Macro Strategies Fund is a US mutual fund managed by Locorr Investment Trust, categorised as Short Treasury / Sovereign Bond. ABC INVEST provides holdings, performance, costs, cashflows, risk data, prospectus documents and SEC filings, sourced from SEC filings.
- Type: US mutual fund
- Manager: Locorr Investment Trust
- Category: Short Treasury / Sovereign Bond
- Assets under management: $1.70B
- 1-year return: 12.5%
- Ticker: LFMCX
- SEC CIK: 0001506768
- SEC series ID: S000031540
- Share class ID: C000098138
LFMCX Holdings
Top 10 holdings of LoCorr Macro Strategies Fund by percentage of net assets, from the fund's latest SEC N-PORT filing.
| 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 Bank Mmda - Usbgfs 9 | 4.56% |
| 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% |
LFMCX 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 | 0.5% |
LFMCX Performance
Total returns for LFMCX (as of 2026-09-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | 8.8% |
| 1 year | 12.5% |
| 3 years (annualised) | 3.9% |
| 5 years (annualised) | 3.3% |
LFMCX Risk Information
Risk metrics for LFMCX, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 4.4%
LFMCX Costs and Fees
LFMCX costs about $275 per $10,000 invested per year in fund expenses.
- Net expense ratio: 2.75%
- Gross expense ratio: 2.75%
- Portfolio turnover: 62%
- Brokerage commissions: 9.39 bps of average net assets (SEC N-CEN)
LFMCX Cashflows
Over the 12 months to 2026-06, LoCorr Macro Strategies Fund had net inflows of $8.11M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-06 | $6.60M |
| 2026-05 | $44.76M |
| 2026-04 | $6.65M |
| 2026-03 | $26.99M |
| 2026-02 | $3.08M |
| 2026-01 | −$14.93M |
LFMCX 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% |
LFMCX Prospectus and SEC Filings
Official LoCorr Macro Strategies Fund filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
- Prospectus (485BPOS) — filed 2026-04-29
- Prospectus (485BPOS) — filed 2025-04-30
- Prospectus supplement (497) — filed 2026-04-01
- Portfolio holdings (N-PORT) — filed 2026-08-25
- Portfolio holdings (N-PORT) — filed 2026-05-26
- Portfolio holdings (N-PORT) — filed 2026-02-24
- Annual census (N-CEN) — filed 2026-03-10
- Annual census (N-CEN) — filed 2025-03-12
Related Funds
Other Short Treasury / Sovereign Bond funds tracked on ABC INVEST:
Data Sources
ABC INVEST compiles this page from public filings made to the U.S. Securities and Exchange Commission (SEC) through EDGAR: portfolio holdings and monthly cashflows from Form N-PORT, expenses and returns from fund prospectuses (Form 485BPOS) and the SEC DERA Risk/Return Summary data sets, annual data from Form N-CEN, and shareholder reports from Form N-CSR.