LFMIX — LoCorr Macro Strategies Fund
Data updated: 2026-05-26
LFMIX — LoCorr Macro Strategies Fund data: holdings, portfolio allocation, expenses, performance, cashflows, risk and SEC filings. Short Treasury / Sovereign Bond · $1.63B AUM · 1.75% expense ratio · 11.9% 1-yr return. From SEC regulatory filings.
LFMIX Fund Overview
LFMIX — 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: $1.63B
- 1-year return: 11.9%
- Ticker: LFMIX
- SEC CIK: 0001506768
- SEC series ID: S000031540
- Share class ID: C000098139
LFMIX 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 | 8.02% |
| US Treasury N/b | 7.88% |
| US Treasury N/b | 5.82% |
| US Treasury N/b | 5.45% |
| US Bank Mmda - Usbgfs 9 | 4.11% |
| US Treasury N/b | 3.96% |
| US Treasury N/b | 3.01% |
| US Treasury N/b | 2.69% |
| Fannie Mae | 2.02% |
| US Treasury N/b | 1.75% |
LFMIX 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 | 68.1% |
| Securitized | 21.4% |
| Cash & Equivalents | 4.1% |
| Real Estate | 0.3% |
| Derivatives | 0.1% |
LFMIX Performance
Total returns for LFMIX (as of 2026-08-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | 8.7% |
| 1 year | 11.9% |
| 3 years (annualised) | 5.2% |
| 5 years (annualised) | 4.7% |
LFMIX Risk Information
Risk metrics for LFMIX, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 4.9%
LFMIX Costs and Fees
LFMIX costs about $175 per $10,000 invested per year in fund expenses.
- Net expense ratio: 1.75%
- Gross expense ratio: 1.75%
- Portfolio turnover: 62%
- Brokerage commissions: 9.39 bps of average net assets (SEC N-CEN)
LFMIX Cashflows
Over the 12 months to 2026-03, LoCorr Macro Strategies Fund had net outflows of $126.49M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-03 | $26.99M |
| 2026-02 | $3.08M |
| 2026-01 | −$14.93M |
| 2025-12 | $10.97M |
| 2025-11 | −$13.93M |
| 2025-10 | −$27.06M |
LFMIX 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 | 8.02% |
| US Treasury N/b | 7.88% |
| US Treasury N/b | 5.82% |
| US Treasury N/b | 5.45% |
| US Treasury N/b | 3.96% |
| US Treasury N/b | 3.01% |
| US Treasury N/b | 2.69% |
| Fannie Mae | 2.02% |
| US Treasury N/b | 1.75% |
| Morgan Stanley Pvt Bank | 1.73% |
LFMIX Prospectus and SEC Filings
Official LoCorr Macro Strategies Fund filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
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.