Calamos Market Neutral Income Fund

Fund Profile

Fund profile

Tickers

CVSIX, CVSCX, CMNIX, CVSOX

Fund manager

Calamos Investment Trust

Total assets

$19.80 bn

Liabilities

$4.73 bn

Net assets

$15.07 bn

Number of holdings

1.01 k

Top 200 of 1013 Holdings

As of Oct 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
AAPL Apple Inc.	590.81 mm	2.62 mm shares	3.92	Common equity	Long	USA
NVDA NVIDIA Corporation	580.77 mm	4.37 mm shares	3.85	Common equity	Long	USA
MSFT Microsoft Corporation	534.44 mm	1.32 mm shares	3.55	Common equity	Long	USA
PANW Palo Alto Networks, Inc.	361.92 mm	100.00 mm principal	2.40	Debt	Long	USA
Calamos Short-Term Bond Fund	334.32 mm	35.12 mm shares	2.22	Common equity	Long	USA
AMZN Amazon.com, Inc.	306.14 mm	1.64 mm shares	2.03	Common equity	Long	USA
META Meta Platforms, Inc.	231.54 mm	407.94 k shares	1.54	Common equity	Long	USA
State Street Navigator Securities Lending Government Money Market Portfolio	231.43 mm	231.43 mm shares	1.54	Short-term investment vehicle	Long	USA
GOOG Alphabet Inc.	182.98 mm	1.06 mm shares	1.21	Common equity	Long	USA
BABA Alibaba Group Holding Limited	173.02 mm	150.00 mm principal	1.15	Debt	Long	Cayman Islands
GOOG Alphabet Inc.	156.65 mm	915.49 k shares	1.04	Common equity	Long	USA
Broadcom Pte. Ltd.	132.71 mm	781.71 k shares	0.88	Common equity	Long	USA
LLY Eli Lilly and Company	124.95 mm	150.60 k shares	0.83	Common equity	Long	USA
TSLA Tesla, Inc.	121.61 mm	486.74 k shares	0.81	Common equity	Long	USA
BRK-B Berkshire Hathaway Inc.	119.28 mm	264.52 k shares	0.79	Common equity	Long	USA
ABNB Airbnb, Inc.	108.92 mm	116.89 mm principal	0.72	Debt	Long	USA
JPM JPMorgan Chase & Co.	106.84 mm	481.42 k shares	0.71	Common equity	Long	USA
UNH UnitedHealth Group Incorporated	104.65 mm	185.38 k shares	0.69	Common equity	Long	USA
V Visa Inc.	103.74 mm	357.92 k shares	0.69	Common equity	Long	USA
MSTR MicroStrategy Incorporated	91.91 mm	50.00 mm principal	0.61	Debt	Long	USA
MDB MongoDB, Inc.	87.65 mm	65.50 mm principal	0.58	Debt	Long	USA
BAC Bank of America Corporation	83.33 mm	1.99 mm shares	0.55	Common equity	Long	USA
MA Mastercard Incorporated	83.28 mm	166.70 k shares	0.55	Common equity	Long	USA
XOM Exxon Mobil Corporation	80.20 mm	686.80 k shares	0.53	Common equity	Long	USA
WMT Walmart Inc.	79.98 mm	975.91 k shares	0.53	Common equity	Long	USA
HD The Home Depot, Inc.	77.65 mm	197.20 k shares	0.52	Common equity	Long	USA
Spotify USA Inc	75.57 mm	75.00 mm principal	0.50	Debt	Long	USA
SE Sea Limited	72.14 mm	80.04 mm principal	0.48	Debt	Long	Cayman Islands
W Wayfair Inc.	70.77 mm	57.50 mm principal	0.47	Debt	Long	USA
SO The Southern Company	67.00 mm	60.00 mm principal	0.44	Debt	Long	USA
SO The Southern Company	65.52 mm	60.00 mm principal	0.43	Debt	Long	USA
HES Hess Corporation	65.10 mm	484.08 k shares	0.43	Common equity	Long	USA
ABBV AbbVie Inc.	65.01 mm	318.90 k shares	0.43	Common equity	Long	USA
APO Apollo Global Management, Inc.	64.87 mm	849.43 k shares	0.43	Preferred equity	Long	USA
WDC Western Digital Corporation	64.44 mm	45.00 mm principal	0.43	Debt	Long	USA
ON ON Semiconductor Corporation	64.37 mm	45.00 mm principal	0.43	Debt	Long	USA
JNJ Johnson & Johnson	64.01 mm	400.42 k shares	0.42	Common equity	Long	USA
NFLX Netflix, Inc.	62.07 mm	82.11 k shares	0.41	Common equity	Long	USA
AKAM Akamai Technologies, Inc.	61.41 mm	55.00 mm principal	0.41	Debt	Long	USA
WFC Wells Fargo & Company	60.32 mm	929.21 k shares	0.40	Common equity	Long	USA
CRM Salesforce, Inc.	59.07 mm	202.75 k shares	0.39	Common equity	Long	USA
SQ Block, Inc.	59.04 mm	60.00 mm principal	0.39	Debt	Long	USA
Linde PLC	58.59 mm	128.44 k shares	0.39	Common equity	Long	Ireland
PG The Procter & Gamble Company	56.81 mm	343.94 k shares	0.38	Common equity	Long	USA
CVX Chevron Corporation	56.60 mm	380.33 k shares	0.38	Common equity	Long	USA
NET Cloudflare, Inc.	55.83 mm	60.00 mm principal	0.37	Debt	Long	USA
GS The Goldman Sachs Group, Inc.	55.11 mm	106.43 k shares	0.37	Common equity	Long	USA
ACI Albertsons Companies, Inc.	54.90 mm	3.03 mm shares	0.36	Common equity	Long	USA
ORCL Oracle Corporation	54.70 mm	325.88 k shares	0.36	Common equity	Long	USA
JNPR Juniper Networks, Inc.	53.97 mm	1.39 mm shares	0.36	Common equity	Long	USA
CAT Caterpillar Inc.	53.28 mm	141.63 k shares	0.35	Common equity	Long	USA
SNAP Snap Inc.	52.37 mm	60.90 mm principal	0.35	Debt	Long	USA
MRK Merck & Co., Inc.	51.52 mm	503.56 k shares	0.34	Common equity	Long	USA
COST Costco Wholesale Corporation	51.29 mm	58.68 k shares	0.34	Common equity	Long	USA
SRPT Sarepta Therapeutics, Inc.	51.02 mm	45.00 mm principal	0.34	Debt	Long	USA
American Water Capital Corp	50.49 mm	50.00 mm principal	0.34	Debt	Long	USA
AMD Advanced Micro Devices, Inc.	50.46 mm	350.22 k shares	0.33	Common equity	Long	USA
AKAM Akamai Technologies, Inc.	49.99 mm	48.50 mm principal	0.33	Debt	Long	USA
LITE Lumentum Holdings Inc.	49.89 mm	50.50 mm principal	0.33	Debt	Long	USA
HPE Hewlett Packard Enterprise Company	49.17 mm	850.00 k shares	0.33	Preferred equity	Long	USA
CFLT Confluent, Inc.	49.14 mm	55.00 mm principal	0.33	Debt	Long	USA
CSCO Cisco Systems, Inc.	48.60 mm	887.30 k shares	0.32	Common equity	Long	USA
BSX Boston Scientific Corporation	48.14 mm	572.96 k shares	0.32	Common equity	Long	USA
TMO Thermo Fisher Scientific Inc.	47.38 mm	86.72 k shares	0.31	Common equity	Long	USA
LRN Stride, Inc.	47.12 mm	25.83 mm principal	0.31	Debt	Long	USA
PM Philip Morris International Inc.	46.47 mm	350.20 k shares	0.31	Common equity	Long	USA
AKAM Akamai Technologies, Inc.	45.72 mm	45.00 mm principal	0.30	Debt	Long	USA
J.P. MORGAN PRIME BROKER EUR	44.96 mm	41.34 mm shares	0.30	Short-term investment vehicle	Long	Germany
MSTR MicroStrategy Incorporated	44.46 mm	24.52 mm principal	0.30	Debt	Long	USA
DOCN DigitalOcean Holdings, Inc.	44.40 mm	50.00 mm principal	0.29	Debt	Long	USA
J.P. MORGAN PRIME BROKER JPY	44.32 mm	6.73 bn shares	0.29	Short-term investment vehicle	Long	Japan
WEC WEC Energy Group, Inc.	43.61 mm	40.00 mm principal	0.29	Debt	Long	USA
PRFT Perficient, Inc.	43.51 mm	43.59 mm principal	0.29	Debt	Long	USA
RTX RTX Corporation	42.86 mm	354.21 k shares	0.28	Common equity	Long	USA
ARES Ares Management Corporation	42.58 mm	790.00 k shares	0.28	Preferred equity	Long	USA
DraftKings, Inc.	42.36 mm	50.00 mm principal	0.28	Debt	Long	USA
DUK Duke Energy Corporation	42.24 mm	40.00 mm principal	0.28	Debt	Long	USA
NOW ServiceNow, Inc.	42.08 mm	45.10 k shares	0.28	Common equity	Long	USA
ISRG Intuitive Surgical, Inc.	41.93 mm	83.23 k shares	0.28	Common equity	Long	USA
LOW Lowe's Companies, Inc.	41.77 mm	159.53 k shares	0.28	Common equity	Long	USA
KO The Coca-Cola Company	41.52 mm	635.77 k shares	0.28	Common equity	Long	USA
COIN Coinbase Global, Inc.	41.41 mm	45.47 mm principal	0.27	Debt	Long	USA
RIVN Rivian Automotive, Inc.	41.38 mm	47.50 mm principal	0.27	Debt	Long	USA
NCL Corp Ltd	41.30 mm	40.00 mm principal	0.27	Debt	Long	Bermuda
HALO Halozyme Therapeutics, Inc.	40.90 mm	37.00 mm principal	0.27	Debt	Long	USA
ETSY Etsy, Inc.	40.88 mm	50.00 mm principal	0.27	Debt	Long	USA
MSTR MicroStrategy Incorporated	40.41 mm	30.00 mm principal	0.27	Debt	Long	USA
BA The Boeing Company	40.30 mm	750.00 k shares	0.27	Preferred equity	Long	USA
ON ON Semiconductor Corporation	39.95 mm	40.00 mm principal	0.27	Debt	Long	USA
INTU Intuit Inc.	39.52 mm	64.75 k shares	0.26	Common equity	Long	USA
BofA Finance LLC	39.09 mm	37.50 mm principal	0.26	Debt	Long	USA
UBER Uber Technologies, Inc.	38.55 mm	32.00 mm principal	0.26	Debt	Long	USA
RNG RingCentral, Inc.	37.98 mm	41.10 mm principal	0.25	Debt	Long	USA
AXON Axon Enterprise, Inc.	37.90 mm	20.00 mm principal	0.25	Debt	Long	USA
AMED Amedisys, Inc.	37.59 mm	397.35 k shares	0.25	Common equity	Long	USA
W Wayfair Inc.	37.45 mm	35.56 mm principal	0.25	Debt	Long	USA
MCD McDonald's Corporation	36.80 mm	125.98 k shares	0.24	Common equity	Long	USA
ADBE Adobe Inc.	36.69 mm	76.75 k shares	0.24	Common equity	Long	USA
CCL Carnival Corporation & plc	36.62 mm	20.00 mm principal	0.24	Debt	Long	Panama
ENV Envestnet, Inc.	36.46 mm	36.93 mm principal	0.24	Debt	Long	USA
DHR Danaher Corporation	36.28 mm	147.67 k shares	0.24	Common equity	Long	USA
CMCSA Comcast Corporation	35.63 mm	816.00 k shares	0.24	Common equity	Long	USA
Walt Disney Co	35.44 mm	368.41 k shares	0.24	Common equity	Long	USA
PFE Pfizer Inc.	35.19 mm	1.24 mm shares	0.23	Common equity	Long	USA
SMCI Super Micro Computer, Inc.	35.05 mm	45.00 mm principal	0.23	Debt	Long	USA
QCOM QUALCOMM Incorporated	34.75 mm	213.47 k shares	0.23	Common equity	Long	USA
Rheinmetall AG	34.58 mm	20.00 mm principal	0.23	Debt	Long	Germany
RIVN Rivian Automotive, Inc.	34.56 mm	45.00 mm principal	0.23	Debt	Long	USA
GWRE Guidewire Software, Inc.	34.45 mm	21.12 mm principal	0.23	Debt	Long	USA
ALNY Alnylam Pharmaceuticals, Inc.	34.26 mm	30.00 mm principal	0.23	Debt	Long	USA
HON Honeywell International Inc.	34.12 mm	165.90 k shares	0.23	Common equity	Long	USA
Accenture PLC	33.83 mm	98.10 k shares	0.22	Common equity	Long	Ireland
UBER Uber Technologies, Inc.	33.70 mm	467.76 k shares	0.22	Common equity	Long	USA
UNP Union Pacific Corporation	33.36 mm	143.74 k shares	0.22	Common equity	Long	USA
NSIT Insight Enterprises, Inc.	33.34 mm	13.00 mm principal	0.22	Debt	Long	USA
GE General Electric Company	32.52 mm	189.31 k shares	0.22	Common equity	Long	USA
PEP PepsiCo, Inc.	32.47 mm	195.49 k shares	0.22	Common equity	Long	USA
PODD Insulet Corporation	32.45 mm	27.50 mm principal	0.22	Debt	Long	USA
SNAP Snap Inc.	32.40 mm	40.00 mm principal	0.22	Debt	Long	USA
WEC WEC Energy Group, Inc.	32.25 mm	30.00 mm principal	0.21	Debt	Long	USA
VZ Verizon Communications Inc.	32.00 mm	759.56 k shares	0.21	Common equity	Long	USA
BKNG Booking Holdings Inc.	31.98 mm	6.84 k shares	0.21	Common equity	Long	USA
Chubb Ltd	31.91 mm	112.97 k shares	0.21	Common equity	Long	Switzerland
BKNG Booking Holdings Inc.	31.86 mm	12.80 mm principal	0.21	Debt	Long	USA
U Unity Software Inc.	31.53 mm	35.34 mm principal	0.21	Debt	Long	USA
BL BlackLine, Inc.	31.25 mm	29.95 mm principal	0.21	Debt	Long	USA
NextEra Energy Capital Holdings Inc	31.04 mm	25.00 mm principal	0.21	Debt	Long	USA
GTLS Chart Industries, Inc.	30.85 mm	15.00 mm principal	0.20	Debt	Long	USA
SNOW Snowflake Inc.	30.82 mm	30.00 mm principal	0.20	Debt	Long	USA
Cleveland Electric Illuminating Co	30.60 mm	30.00 mm principal	0.20	Debt	Long	USA
AXP American Express Company	30.31 mm	112.22 k shares	0.20	Common equity	Long	USA
CHX ChampionX Corporation	29.97 mm	1.06 mm shares	0.20	Common equity	Long	USA
MU Micron Technology, Inc.	29.85 mm	299.51 k shares	0.20	Common equity	Long	USA
MMC Marsh & McLennan Companies, Inc.	29.57 mm	135.49 k shares	0.20	Common equity	Long	USA
LCID Lucid Group, Inc.	29.54 mm	40.00 mm principal	0.20	Debt	Long	USA
QTWO Q2 Holdings, Inc.	29.52 mm	30.63 mm principal	0.20	Debt	Long	USA
MSTR MicroStrategy Incorporated	29.48 mm	20.00 mm principal	0.20	Debt	Long	USA
Trip.com Group Ltd	29.48 mm	25.00 mm principal	0.20	Debt	Long	Cayman Islands
COIN Coinbase Global, Inc.	29.41 mm	30.00 mm principal	0.20	Debt	Long	USA
TMUS T-Mobile US, Inc.	29.33 mm	131.44 k shares	0.19	Common equity	Long	USA
MS Morgan Stanley	28.97 mm	249.23 k shares	0.19	Common equity	Long	USA
ETSY Etsy, Inc.	28.95 mm	30.00 mm principal	0.19	Debt	Long	USA
AMAT Applied Materials, Inc.	28.85 mm	158.87 k shares	0.19	Common equity	Long	USA
BMY Bristol-Myers Squibb Company	28.83 mm	516.99 k shares	0.19	Common equity	Long	USA
ABT Abbott Laboratories	28.82 mm	254.23 k shares	0.19	Common equity	Long	USA
MDLZ Mondelez International, Inc.	28.70 mm	419.07 k shares	0.19	Common equity	Long	USA
PANW Palo Alto Networks, Inc.	28.65 mm	79.50 k shares	0.19	Common equity	Long	USA
ADP Automatic Data Processing, Inc.	28.52 mm	98.61 k shares	0.19	Common equity	Long	USA
Fiverr International Ltd	28.35 mm	30.00 mm principal	0.19	Debt	Long	Israel
X United States Steel Corporation	28.09 mm	723.06 k shares	0.19	Common equity	Long	USA
TJX The TJX Companies, Inc.	27.97 mm	247.45 k shares	0.19	Common equity	Long	USA
ADI Analog Devices, Inc.	27.72 mm	124.25 k shares	0.18	Common equity	Long	USA
ANSS ANSYS, Inc.	27.23 mm	85.00 k shares	0.18	Common equity	Long	USA
DBX Dropbox, Inc.	26.88 mm	27.75 mm principal	0.18	Debt	Long	USA
Seagate HDD Cayman	26.78 mm	20.00 mm principal	0.18	Debt	Long	Cayman Islands
DHI D.R. Horton, Inc.	26.77 mm	158.40 k shares	0.18	Common equity	Long	USA
COP ConocoPhillips	26.74 mm	244.11 k shares	0.18	Common equity	Long	USA
AFRM Affirm Holdings, Inc.	26.67 mm	30.06 mm principal	0.18	Debt	Long	USA
DXCM DexCom, Inc.	26.47 mm	30.00 mm principal	0.18	Debt	Long	USA
NEE NextEra Energy, Inc.	26.46 mm	500.00 k shares	0.18	Preferred equity	Long	USA
CyberArk Software Ltd	26.41 mm	15.00 mm principal	0.18	Debt	Long	Israel
PTON Peloton Interactive, Inc.	26.24 mm	12.50 mm principal	0.17	Debt	Long	USA
LNT Alliant Energy Corporation	25.99 mm	25.00 mm principal	0.17	Debt	Long	USA
RDFN Redfin Corporation	25.35 mm	35.00 mm principal	0.17	Debt	Long	USA
CNMD CONMED Corporation	25.33 mm	27.50 mm principal	0.17	Debt	Long	USA
CNP CenterPoint Energy, Inc.	25.21 mm	25.00 mm principal	0.17	Debt	Long	USA
FIVN Five9, Inc.	25.17 mm	29.53 mm principal	0.17	Debt	Long	USA
AMP Ameriprise Financial, Inc.	25.07 mm	49.13 k shares	0.17	Common equity	Long	USA
CSX CSX Corporation	25.02 mm	743.62 k shares	0.17	Common equity	Long	USA
Eaton Corp PLC	24.95 mm	75.23 k shares	0.17	Common equity	Long	Ireland
PCG+A Pacific Gas & Electric Co.	24.85 mm	22.75 mm principal	0.16	Debt	Long	USA
Nova Ltd	24.79 mm	10.00 mm principal	0.16	Debt	Long	Israel
AJG Arthur J. Gallagher & Co.	24.65 mm	87.65 k shares	0.16	Common equity	Long	USA
FOUR Shift4 Payments, Inc.	24.60 mm	23.93 mm principal	0.16	Debt	Long	USA
SPGI S&P Global Inc.	24.51 mm	51.03 k shares	0.16	Common equity	Long	USA
IBM International Business Machines Corporation	24.50 mm	118.54 k shares	0.16	Common equity	Long	USA
NEE NextEra Energy, Inc.	24.38 mm	500.00 k shares	0.16	Preferred equity	Long	USA
SCHW The Charles Schwab Corporation	24.36 mm	343.87 k shares	0.16	Common equity	Long	USA
EVRG Evergy, Inc.	24.34 mm	22.50 mm principal	0.16	Debt	Long	USA
CMG Chipotle Mexican Grill, Inc.	24.22 mm	434.29 k shares	0.16	Common equity	Long	USA
WM Waste Management, Inc.	24.01 mm	111.22 k shares	0.16	Common equity	Long	USA
Delivery Hero SE	23.79 mm	25.00 mm principal	0.16	Debt	Long	Germany
Medtronic PLC	23.75 mm	266.08 k shares	0.16	Common equity	Long	Ireland
TXN Texas Instruments Incorporated	23.46 mm	115.47 k shares	0.16	Common equity	Long	USA
NEE NextEra Energy, Inc.	23.14 mm	291.96 k shares	0.15	Common equity	Long	USA
TTGT TechTarget, Inc.	23.11 mm	23.48 mm principal	0.15	Debt	Long	USA
FI Fiserv, Inc.	23.05 mm	116.49 k shares	0.15	Common equity	Long	USA
PPL Capital Funding Inc	22.94 mm	21.92 mm principal	0.15	Debt	Long	USA
AMGN Amgen Inc.	22.89 mm	71.49 k shares	0.15	Common equity	Long	USA
JD JD.com, Inc.	22.84 mm	20.00 mm principal	0.15	Debt	Long	Cayman Islands
T AT&T Inc.	22.43 mm	995.34 k shares	0.15	Common equity	Long	USA
ALB Albemarle Corporation	22.38 mm	500.00 k shares	0.15	Preferred equity	Long	USA
DBX Dropbox, Inc.	22.30 mm	23.00 mm principal	0.15	Debt	Long	USA
Prologis, L.P.	22.30 mm	197.47 k shares	0.15	Common equity	Long	USA
MPC Marathon Petroleum Corporation	22.23 mm	152.83 k shares	0.15	Common equity	Long	USA
PEGA Pegasystems Inc.	22.14 mm	22.50 mm principal	0.15	Debt	Long	USA
S+P 500 INDEX	22.08 mm	5.00 k contracts	0.15	Equity derivative	N/A	USA
A Agilent Technologies, Inc.	21.93 mm	168.32 k shares	0.15	Common equity	Long	USA
Ocado Group PLC	21.88 mm	20.00 mm principal	0.15	Debt	Long	UK
IT Gartner, Inc.	21.76 mm	43.30 k shares	0.14	Common equity	Long	USA