EF joining 5 large tables - Include() method optimization

I have the following database structure (EDMX models):

public class Company 
{
    public Guid Id { get; set; }
    public virtual ICollection<Location> Locations { get; set; }
    // ... 15 more columns
}

public class Location 
{ 
    public Guid Id { get; set; }
    public virtual Company Company { get; set; }
    public Guid CompanyId { get; set; }

    public virtual ICollection<ReportA> ReportsA { get; set; }
    public virtual ICollection<ReportB> ReportsB { get; set; }
    public virtual ICollection<ReportC> ReportsC { get; set; }
    // ... 15 more columns with information - name, description etc.
}

public class ReportA
{
    public virtual Location Location { get; set; }
    public Guid LocationId { get; set; }
    // 30 more columns of type "int?"
}

public class ReportB
{
    public virtual Location Location { get; set; }
    public Guid LocationId { get; set; }
    // 30 more columns of type "int?"
}

public class ReportC
{
    public virtual Location Location { get; set; }
    public Guid LocationId { get; set; }
    // 30 more columns of type "int?"
}

One company can have many locations. Each location have many reports from A, B and C.
The columns from ReportA, ReportB, ReportC tables are different.
Each one of the Report tables have аpproximately 40 000 rows.
The Company and Location tables have ~ 5000 rows

I need to get all of the data and make a summary report.
The code is:

 using (ComapnyEntities dataBaseContext = new ComapnyEntities())
 {
      IQueryable<Locations> query = dataBaseContext.Locations
            .AsNoTracking()
            .Where(location => companyIds.Contains(location.CompanyId))
            .Include(location => location.Company)
            .Include(location => location.ReportsA)
            .Include(location => location.ReportsB)
            .Include(location => location.ReportsC);
       // more filtation 
       return query.ToList();

       // assume that companyIds have all company Ids 
}

In most cases I can use Skip() and Take() methods which makes execution faster (i.e. .Take(10)), but in one special case I need to pull all locations along with company information, ReportsA, ReportsB, ReportsC.

based on comment in Stackoverflow, Include() makes Cartesian product by rows. https://stackoverflow.com/a/22625208/6142097

 // so if that is true:
 4 000 * 4 000 * 40 000 * 40 000 * 40 000 = ?? (1.024e+21)

The "good part" is that the page takes 15 sec to load (locally), but in production is not the same and takes longer.

So is there a way to improve the performance of the query?

• I Tried with Entity-framework code is slow when using Include() many times - it's slower
• I have added Non-Clustured index of Location.CompanyId, ReportA.LocationId, ReportB.LocationId, ReportC.LocationId, LocationId - no difference (I am not sure indexes are correctly added)
• Cannot construct native SQL query, that joins all the tables, which can be executed for less than 10 sec.
• I Tried to replace .Inlude() with .IncludeOptimized() but no real difference.

My machine is using SQL Server 2014 with windows 8.1

What are your suggestions? Is there a way to improve my code?