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N N N/A N/A N/A -822.000000000000 NC USD 175065.780000000000 0.0103164133 N/A DIR US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short 3-Month Secured Overnight Financing Rate 3-Month Secured Overnight Financing Rate 2027-03-16 -197372865.780000000000 USD 175065.780000000000 N N N N/A N/A N/A -403.000000000000 NC USD -97364.120000000000 -0.0057375491 N/A DIR US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short 3-Month Secured Overnight Financing Rate 3-Month Secured Overnight Financing Rate 2028-03-14 -193564285.880000000000 USD -97364.120000000000 N N N N/A N/A N/A 218.000000000000 NC 58449.500000000000 0.0034443579 N/A DE DE N 1 Eurex 529900UT4DG0LG5R9O07 Long STOXX Europe 600 Index SXO_Index 2026-09-18 6971715.000000000000 EUR 58449.500000000000 N N N N/A N/A N/A -1848.000000000000 NC USD 500516.910000000000 0.0294948523 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short U.S. Treasury 2 Year Notes U.S. Treasury 2 Year Notes 2026-09-30 -1143300825.782400000000 USD 500516.910000000000 N N N N/A N/A N/A 201.000000000000 NC USD -35779.280000000000 -0.0021084294 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long U.S. Treasury 2 Year Notes U.S. Treasury 2 Year Notes 2026-09-30 41468474.485200000000 USD -35779.280000000000 N N N N/A N/A N/A -44.000000000000 NC USD 73146.400000000000 0.0043104283 N/A DE US N 1 Cboe Futures Exchange 254900O9GJPIWCP8RH13 Short CBOE Volatility Index UX_Index 2026-08-19 -906902.400000000000 USD 73146.400000000000 N N N N/A N/A N/A 200.000000000000 NC USD 18866.000000000000 0.0011117504 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long 10 Year U.S. Ultra Treasury Notes 10 Year U.S. Ultra Treasury Notes 2026-09-21 22474883.994000000000 USD 18866.000000000000 N N N N/A N/A N/A -31.000000000000 NC 13762.400000000000 0.0008110015 N/A DE AU N 1 ASX Trade24 N/A ASX Trade24 N/A Short ASX SPI 200 Index XP_Index 2026-09-17 -6821277.880000000000 AUD 13762.400000000000 N N N N/A N/A N/A 47.000000000000 NC -100648.630000000000 -0.0059311013 N/A DE AU N 1 ASX Trade24 N/A ASX Trade24 N/A Long ASX SPI 200 Index XP_Index 2026-09-17 10457172.880000000000 AUD -100648.630000000000 N N N 2026-08-21 LoCorr Investment Trust Jon Essen Jon Essen Treasurer