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Investment Solutions  /  Mutual Funds  /  Macro Strategies Fund

Macro Strategies Fund

A multi-manager strategy that combines four distinct investment managers with proven expertise in the managed futures space.

Investment Objective

The Fund's primary objective is capital appreciation in rising and falling equity markets, with managing volatility as a secondary objective.

Period Ending 3/31/2024
TickerYTD1 Year3 Year5 Year10 YearSince
Class ALFMAX7.04%4.20%3.78%5.81%5.12%2.56%
Class A (with load)LFMAX0.89%-1.83%1.77%4.56%4.50%2.09%
Class CLFMCX7.05%3.50%3.06%5.04%4.36%1.81%
Class C (with load)LFMCX6.05%3.50%3.06%5.04%4.36%1.81%
Class ILFMIX7.16%4.51%4.05%6.07%5.39%2.82%
Barclays CTA Index (as of 12/31/23)-0.40%-0.40%3.87%4.44%2.44%1.45%
Fund Expense Ratios

Macro Strategies Fund: Total and Net Expenses


Inception Dates: Class A shares 3/22/2011; Class C shares 3/24/2011; Class I shares 3/24/2011

Period Ending 3/31/2024
Class AClass CClass I
Inception Date3/22/20113/24/20113/24/2011
Minimum Investment$2,500$2,500$100,000
Subsequent Investment$500$500$500
Gross Expense Ratio2.16%2.91%1.91%
Total Fund Net Assets$1,599,661,313
Top 10 Holdings as of 3/31/2024*
HoldingIssuerPercent of
Net Assets
United States Treasury Note91282C28.80%
Federal Farm Credit Banks Funding Corp.3133EP3.89%
Federal National Mortgage Association3135G02.24%
Freddie Mac STACR REMIC Trust35564K1.65%
United States Treasury Note9128280.94%
Freddie Mac Pool3132D60.66%
Federal Home Loan Banks3130AL0.61%
Bank of America NA 06428C 0.60%
Bank of America Corp.06051G0.49%
Toyota Lease Owner Trust89238G0.48%
Macro Strategies Fund
Quarterly Fund CommentaryDownload ↓
Fund Fact SheetDownload ↓
Manager Overview: Macro Strategies Fund Download ↓
What are Managed Futures?Download ↓
ProspectusDownload ↓
Statement of Additional InformationDownload ↓
Summary ProspectusDownload ↓
Semi-Annual ReportDownload ↓
Annual ReportDownload ↓
Forms and Applications
Regular Account ApplicationDownload ↓
IRA Account ApplicationDownload ↓
Entity Account ApplicationDownload ↓
Certification of Beneficial OwnersDownload ↓
IRA Transfer/Rollover FormDownload ↓
IRA DisclosureDownload ↓
Documents and Privacy
Privacy PolicyDownload ↓
LoCorr Funds Tax Insert 2023Download ↓
LoCorr Funds Tax Insert 2022Download ↓
LoCorr Funds Tax Insert 2021Download ↓
LoCorr Funds Tax Insert 2020Download ↓
LoCorr Funds Tax Insert 2019Download ↓
LoCorr Funds Tax Insert 2018 Download ↓
LoCorr Funds Tax Insert 2017Download ↓
LoCorr Funds Tax Insert 2016 Download ↓
2023 Capital Gains and Dividends Distribution Download ↓
2020 Form 8937 - Steben Managed Futures Fund (A/N Units)Download ↓
2020 Form 8937 - Steben Managed Futures Fund (C Units)Download ↓
2020 Form 8937 - Steben Managed Futures Fund (I Units)Download ↓
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