# EDGAR Filing Document

**Accession Number:** 0001079575
**File Stem:** 0001145549-23-010628
**Filing Date:** 2023-2
**Character Count:** 79488
**Document Hash:** 4765d90cab90f8557c0e2a4813bffa4e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-010628.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001145549-23-010628

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221230

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** CALAMOS ADVISORS TRUST/IL
- **CENTRAL INDEX KEY:** 0001079575
- **IRS NUMBER:** 367271106
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09237
- **FILM NUMBER:** 23672441

**BUSINESS ADDRESS:**
- **STREET 1:** 2020 CALAMOS COURT
- **STREET 2:** C/O CALAMOS ADVISORS LLC
- **CITY:** NAPERVILLE
- **STATE:** IL
- **ZIP:** 60563
- **BUSINESS PHONE:** 6302451046

**MAIL ADDRESS:**
- **STREET 1:** 2020 CALAMOS COURT
- **STREET 2:** C/O CALAMOS ADVISORS LLC
- **CITY:** NAPERVILLE
- **STATE:** IL
- **ZIP:** 60563

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** CALAMOS INSURANCE TRUST
- **DATE OF NAME CHANGE:** 19990212

## Series and Classes Contracts Data

### Calamos Growth & Income Portfolio (Series ID: S000006427)

| Class ID   | Class Name                        | Ticker Symbol   |
|:---|:---|:---|
| C000017621 | Calamos Growth & Income Portfolio |  |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** Calamos Advisors Trust

- **b. Investment Company Act file number:** 811-09237

- **c. CIK number of Registrant:** 0001079575

- **d. LEI of Registrant:** 549300VT8ABWC9Z27Y74

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 2020 Calamos Court

  - **City:** Naperville

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60563

  - **Telephone number:** 6302457200

**Item A.2. Information about the Series.**

- **a. Name of Series:** Calamos Growth and Income Portfolio

- **b. EDGAR series identifier (if any):** S000006427

- **c. LEI of Series:** 549300D61YQM3CYDK443

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-30

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $27149185.24

**Total Liabilities:** $693014.54

**Net Assets:** $26456170.70

**Cash Not Reported:** $316688.14

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000017621 | 6.95%                | 4.57%                | -5.43%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-206840.84              | $1996924.86                                |
| Month 2  | $201012.12               | $922744.20                                 |
| Month 3  | $188236.17               | $-1665050.87                               |

### Schedule of Portfolio Investments

| Name                                                                                                                          | Title                                                                       | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AMERICAN ELECTRIC POWER CO INC                                                                                                | AMERICAN ELECTRIC POWER PREFERRED STOCK 08/23 6.125                         | CUSIP: N/A<br>LEI: 1B4S6S7G0TW5EE83BO58       | Long             | EP               | CORP              | US        |      5820 | NS      | $300195.60    | 1.13%             |  |  |  | No            |                  1 | On Loan: —       |
| AFFILIATED MANAGERS GROUP INC                                                                                                 | AMG CAPITAL TRUST II PREFERRED STOCK 10/37 5.15                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |      1180 | NS      | $60676.78     | 0.23%             |  |  |  | No            |                  2 | On Loan: —       |
| DEXCOM INC                                                                                                                    | DEXCOM INC SR UNSECURED 11/25 0.25                                          | CUSIP: N/A<br>LEI: 549300YSK3QDSFR5EU59       | Long             | DBT              | CORP              | US        |    165000 | PA      | $179988.60    | 0.68%             | 2025-11-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: —       |
| VAIL RESORTS INC                                                                                                              | VAIL RESORTS INC SR UNSECURED 01/26 0.00000                                 | CUSIP: N/A<br>LEI: 529900PSZHRNU9HKH870       | Long             | DBT              | CORP              | US        |    115000 | PA      | $107633.10    | 0.41%             | 2026-01-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: —       |
| SOUTHWEST AIRLINES CO                                                                                                         | SOUTHWEST AIRLINES CO SR UNSECURED 05/25 1.25                               | CUSIP: N/A<br>LEI: UDTZ87G0STFETI6HGH41       | Long             | DBT              | CORP              | US        |    135000 | PA      | $163255.50    | 0.62%             | 2025-05-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| BOOKING HOLDINGS INC                                                                                                          | BOOKING HOLDINGS INC SR UNSECURED 05/25 0.75                                | CUSIP: N/A<br>LEI: FXM8FAOHMYDIPD38UZ17       | Long             | DBT              | CORP              | US        |     55000 | PA      | $73908.45     | 0.28%             | 2025-05-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: —       |
| LIVE NATION ENTERTAINMEN                                                                                                      | LIVE NATION ENTERTAINMEN SR UNSECURED 02/25 2                               | CUSIP: N/A<br>LEI: 5493007B9BM9ZXJINO78       | Long             | DBT              | CORP              | US        |    170000 | PA      | $168952.80    | 0.64%             | 2025-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| State Street Navigator Securities Lending Trust - State Street Navigator Securities Lending Government Money Market Portfolio | State Street Navigator Securities Lending Government Money Market Portfolio | CUSIP: N/A<br>LEI: 5493008BJIBKQ5KTIF74       | Long             | STIV             | RF                | US        |    569632 | NS      | $569632.50    | 2.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                                                           | SOLD GBP/BOUGHT USD                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |         1 | NC      | $423.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                                                                  | BROADCOM INC COMMON STOCK                                                   | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       527 | NS      | $294661.51    | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX CORP                                                                                                                      | CSX CORP COMMON STOCK USD1.0                                                | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     10170 | NS      | $315066.60    | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                                                                        | CENTERPOINT ENERGY INC PREFFERED STOCK                                      | CUSIP: N/A<br>LEI: 21TPXMRRHFKOBHDC8J74       | Long             | EP               | CORP              | US        |       875 | NS      | $31980.38     | 0.12%             | 2049-12-31      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                                                                                                          | CHART INDUSTRIES INC PREFERRED STOCK 12/25 6.75                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |       678 | NS      | $34333.92     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEVRON CORP                                                                                                                  | CHEVRON CORP COMMON STOCK USD.75                                            | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1335 | NS      | $239619.15    | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| CISCO SYSTEMS INC                                                                                                             | CISCO SYSTEMS INC COMMON STOCK USD.001                                      | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      2510 | NS      | $119576.40    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                                                                                                 | CITIGROUP INC COMMON STOCK USD.01                                           | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |       775 | NS      | $35053.25     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA-COLA CO/THE                                                                                                              | COCA COLA CO/THE COMMON STOCK USD.25                                        | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |      4990 | NS      | $317413.90    | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORP                                                                                                                  | COMCAST CORP CLASS A COMMON STOCK USD.01                                    | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      3690 | NS      | $129039.30    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| CONOCOPHILLIPS                                                                                                                | CONOCOPHILLIPS COMMON STOCK USD.01                                          | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      1180 | NS      | $139240.00    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| COSTCO WHOLESALE CORP                                                                                                         | COSTCO WHOLESALE CORP COMMON STOCK USD.005                                  | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       325 | NS      | $148362.50    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE ENERGY CO                                                                                                                 | DTE ENERGY COMPANY COMMON STOCK                                             | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      2270 | NS      | $266851.87    | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DANAHER CORP                                                                                                                  | DANAHER CORP COMMON STOCK USD.01                                            | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |       830 | NS      | $220298.60    | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| WALT DISNEY CO/THE                                                                                                            | WALT DISNEY CO/THE COMMON STOCK USD.01                                      | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      1615 | NS      | $140311.20    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| DISCOVER FINANCIAL SERVICES                                                                                                   | DISCOVER FINANCIAL SERVICES COMMON STOCK USD.01                             | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |      1140 | NS      | $111526.20    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| ISHARES MSCI EAFE ETF                                                                                                         | ISHARES MSCI EAFE ETF JUN23 68 CALL                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       170 | NC      | $53380.00     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SPDR S&P 500 ETF TRUST                                                                                                        | SPDR S+P 500 ETF TRUST FEB23 375 PUT                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        18 | NC      | $14679.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ISHARES MSCI EMERGING MARKETS ETF                                                                                             | ISHARES MSCI EMERGING MARKETS MAR23 40 CALL                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       310 | NC      | $25885.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ISHARES MSCI EMERGING MARKETS ETF                                                                                             | ISHARES MSCI EMERGING MARKETS JUN23 42 CALL                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       105 | NC      | $10972.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                                                                                                            | META PLATFORMS INC CLASS A COMMON STOCK USD.000006                          | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      1440 | NS      | $173289.60    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                                                                          | FREEPORT MCMORAN INC COMMON STOCK USD.1                                     | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |      3065 | NS      | $116470.00    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES INC                                                                                                           | GILEAD SCIENCES INC COMMON STOCK USD.001                                    | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      1470 | NS      | $126199.50    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                                                                                   | GOLDMAN SACHS GROUP INC COMMON STOCK USD.01                                 | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |       270 | NS      | $92712.60     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| HESS CORP                                                                                                                     | HESS CORP COMMON STOCK USD1.0                                               | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |       940 | NS      | $133310.80    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME DEPOT INC/THE                                                                                                            | HOME DEPOT INC COMMON STOCK USD.05                                          | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |       560 | NS      | $176881.60    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                                                                                   | HONEYWELL INTERNATIONAL INC COMMON STOCK USD1.0                             | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      1455 | NS      | $311806.50    | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MONSTER BEVERAGE CORP                                                                                                         | MONSTER BEVERAGE CORP COMMON STOCK                                          | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |       730 | NS      | $74116.90     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                                                                                | MORGAN STANLEY COMMON STOCK USD.01                                          | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      3105 | NS      | $263987.10    | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NETFLIX INC                                                                                                                   | NETFLIX INC COMMON STOCK USD.001                                            | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |       375 | NS      | $110580.00    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| AES CORP/THE                                                                                                                  | AES CORP/THE PREFERRED STOCK 02/24 6.875                                    | CUSIP: N/A<br>LEI: 2NUNNB7D43COUIRE5295       | Long             | EP               | CORP              | US        |      1700 | NS      | $173417.00    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBOTT LABORATORIES                                                                                                           | ABBOTT LABORATORIES COMMON STOCK                                            | CUSIP: N/A<br>LEI: HQD377W2YR662HK5JX27       | Long             | EC               | CORP              | US        |      1740 | NS      | $191034.60    | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                                                                                                    | ABBVIE INC COMMON STOCK USD.01                                              | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      1370 | NS      | $221405.70    | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY INC                                                                                                            | NEXTERA ENERGY INC PREFERRED STOCK 09/25 6.926                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |      2600 | NS      | $130494.00    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY INC                                                                                                            | NEXTERA ENERGY INC PREFERRED STOCK 09/23 6.219                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |      1210 | NS      | $61092.90     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ADOBE INC                                                                                                                     | ADOBE INC COMMON STOCK USD.0001                                             | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |       225 | NS      | $75719.25     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                                                                                                                  | ALPHABET INC CL A COMMON STOCK USD.001                                      | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      9800 | NS      | $864654.00    | 3.27%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                                                                                                                | AMAZON.COM INC COMMON STOCK USD.01                                          | CUSIP: N/A<br>LEI: ZXTILKJKG63JELOEG630       | Long             | EC               | CORP              | US        |      6900 | NS      | $579600.00    | 2.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                                                           | AMERICAN EXPRESS CO COMMON STOCK USD.2                                      | CUSIP: N/A<br>LEI: R4PP93JZOLY261QX3811       | Long             | EC               | CORP              | US        |       485 | NS      | $71658.75     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE INC                                                                                                                      | NIKE INC  CL B COMMON STOCK                                                 | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |      1340 | NS      | $156793.40    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                                                                         | NORTHROP GRUMMAN CORP COMMON STOCK USD1.0                                   | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |       305 | NS      | $166411.05    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                                                                              | AMERICAN INTERNATIONAL GROUP COMMON STOCK USD2.5                            | CUSIP: N/A<br>LEI: ODVCVCQG2BP6VHV36M30       | Long             | EC               | CORP              | US        |      1350 | NS      | $85374.00     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORP                                                                                                           | AMERICAN TOWER CORP REIT USD.01                                             | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |       680 | NS      | $144064.80    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEVANCE HEALTH INC                                                                                                           | ELEVANCE HEALTH INC COMMON STOCK USD.01                                     | CUSIP: N/A<br>LEI: 8MYN82XMYQH89CTMTH67       | Long             | EC               | CORP              | US        |       230 | NS      | $117983.10    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC                                                                                                                     | APPLE INC COMMON STOCK USD.00001                                            | CUSIP: N/A<br>LEI: HWUPKR0MPOU8FGXBT394       | Long             | EC               | CORP              | US        |     12215 | NS      | $1587094.95   | 6.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA CORP                                                                                                                   | NVIDIA CORP COMMON STOCK USD.001                                            | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      2000 | NS      | $292280.00    | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                                                                                                   | ORACLE CORP COMMON STOCK USD.01                                             | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |       805 | NS      | $65800.70     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSURANT INC                                                                                                                  | ASSURANT INC COMMON STOCK USD.01                                            | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |       583 | NS      | $72909.98     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                                                                                          | BANK OF AMERICA CORP COMMON STOCK USD.01                                    | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | EC               | CORP              | US        |      6695 | NS      | $221738.40    | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG INDUSTRIES INC                                                                                                            | PPG INDUSTRIES INC COMMON STOCK USD1.66666                                  | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |       495 | NS      | $62241.30     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                                                                           | PAYPAL HOLDINGS INC COMMON STOCK USD.0001                                   | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |      1130 | NS      | $80478.60     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK INC                                                                                                                 | BLACKROCK INC COMMON STOCK USD.01                                           | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |       125 | NS      | $88578.75     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOKING HOLDINGS INC                                                                                                          | BOOKING HOLDINGS INC COMMON STOCK USD.008                                   | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |        45 | NS      | $90687.60     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                                                                                        | BOSTON SCIENTIFIC CORP PREFERRED STOCK 06/23 5.5                            | CUSIP: N/A<br>LEI: Y6ZDD9FP4P8JSSJMW954       | Long             | EP               | CORP              | US        |      1125 | NS      | $129172.50    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                                                                       | BRISTOL MYERS SQUIBB CO COMMON STOCK USD.1                                  | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      1835 | NS      | $132028.25    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| PEPSICO INC                                                                                                                   | PEPSICO INC COMMON STOCK USD.017                                            | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      1240 | NS      | $224018.40    | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| PFIZER INC                                                                                                                    | PFIZER INC COMMON STOCK USD.05                                              | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      2495 | NS      | $127843.80    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                                                               | PHILIP MORRIS INTERNATIONAL COMMON STOCK                                    | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      2050 | NS      | $207480.50    | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| PIONEER NATURAL RESOURCES CO                                                                                                  | PIONEER NATURAL RESOURCES CO COMMON STOCK USD.01                            | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |       305 | NS      | $69658.95     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                                                                       | PROCTER + GAMBLE CO/THE COMMON STOCK                                        | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      1910 | NS      | $289479.60    | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM INC                                                                                                                  | QUALCOMM INC COMMON STOCK USD.0001                                          | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |       565 | NS      | $62116.10     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORP                                                                                                    | RAYTHEON TECHNOLOGIES CORP COMMON STOCK USD1.0                              | CUSIP: N/A<br>LEI: I07WOS4YJ0N7YRFE7309       | Long             | EC               | CORP              | US        |      4280 | NS      | $431937.60    | 1.63%             |  |  |  | No            |                  1 | On Loan: No      |
| SALESFORCE INC                                                                                                                | SALESFORCE INC COMMON STOCK USD.001                                         | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |       590 | NS      | $78228.10     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHLUMBERGER LTD                                                                                                              | SCHLUMBERGER LTD COMMON STOCK USD.01                                        | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |      2950 | NS      | $157707.00    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES SCHWAB CORP/THE                                                                                                       | SCHWAB (CHARLES) CORP COMMON STOCK USD.01                                   | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      2330 | NS      | $193995.80    | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICENOW INC                                                                                                                | SERVICENOW INC COMMON STOCK USD.001                                         | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |       250 | NS      | $97067.50     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                                                                         | SOUTHWEST AIRLINES CO COMMON STOCK USD1.0                                   | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |      1510 | NS      | $50841.70     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORP                                                                                                              | EXXON MOBIL CORP COMMON STOCK                                               | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      3480 | NS      | $383844.00    | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| HUMANA INC                                                                                                                    | HUMANA INC COMMON STOCK USD.1666666                                         | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       105 | NS      | $53779.95     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| JB HUNT TRANSPORT SERVICES INC                                                                                                | HUNT (JB) TRANSPRT SVCS INC COMMON STOCK USD.01                             | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |      1085 | NS      | $189180.60    | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON BANCSHARES INC/OH                                                                                                  | HUNTINGTON BANCSHARES INC COMMON STOCK USD.01                               | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |      4520 | NS      | $63732.00     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| INTUIT INC                                                                                                                    | INTUIT INC COMMON STOCK USD.01                                              | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |       100 | NS      | $38922.00     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| INVITATION HOMES INC                                                                                                          | INVITATION HOMES INC REIT USD.01                                            | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3081 | NS      | $91320.84     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| ISHARES CHINA LARGE-CAP ETF                                                                                                   | ISHARES CHINA LARGE CAP ETF ISHARES CHINA LARGE CAP ETF                     | CUSIP: 464287184<br>LEI: 5493001YVWPO25CNKN94 | Long             | EC               | RF                | US        |     13225 | NS      | $374267.50    | 1.41%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                                                           | JPMORGAN CHASE + CO COMMON STOCK USD1.0                                     | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      2085 | NS      | $279598.50    | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON & JOHNSON                                                                                                             | JOHNSON + JOHNSON COMMON STOCK USD1.0                                       | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      2465 | NS      | $435442.25    | 1.65%             |  |  |  | No            |                  1 | On Loan: No      |
| STARBUCKS CORP                                                                                                                | STARBUCKS CORP COMMON STOCK USD.001                                         | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |      1185 | NS      | $117552.00    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| STRYKER CORP                                                                                                                  | STRYKER CORP COMMON STOCK USD.1                                             | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |       230 | NS      | $56232.70     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SYSCO CORP                                                                                                                    | SYSCO CORP COMMON STOCK USD1.0                                              | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |      1875 | NS      | $143343.75    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX COS INC/THE                                                                                                               | TJX COMPANIES INC COMMON STOCK USD1.0                                       | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |       655 | NS      | $52138.00     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR & CO INC                                                                                                                  | KKR + CO INC PREFERRED STOCK 09/23 6                                        | CUSIP: N/A<br>LEI: 549300JOHU21WRN2Z451       | Long             | EP               | CORP              | US        |      1905 | NS      | $109061.25    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYCORP                                                                                                                       | KEYCORP COMMON STOCK USD1.0                                                 | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |      3110 | NS      | $54176.20     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ALNYLAM PHARMACEUTICALS                                                                                                       | ALNYLAM PHARMACEUTICALS SR UNSECURED 144A 09/27 1                           | CUSIP: N/A<br>LEI: 529900S3ZI14OWRJII50       | Long             | DBT              | CORP              | US        |     85000 | PA      | $92378.85     | 0.35%             | 2027-09-15      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                                                             | ARES CAPITAL CORP SR UNSECURED 03/24 4.625                                  | CUSIP: N/A<br>LEI: WEQ82666OJYSI5GUAB47       | Long             | DBT              | CORP              | US        |     50000 | PA      | $53141.00     | 0.20%             | 2024-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                                                                                           | AXON ENTERPRISE INC SR UNSECURED 144A 12/27 0.5                             | CUSIP: N/A<br>LEI: 549300QP2IEEGFE16681       | Long             | DBT              | CORP              | US        |     55000 | PA      | $54894.95     | 0.21%             | 2027-12-15      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| BILL.COM HOLDINGS INC                                                                                                         | BILL.COM HOLDINGS INC SR UNSECURED 12/25 0.00000                            | CUSIP: N/A<br>LEI: 549300IBF9VZZIGOZW63       | Long             | DBT              | CORP              | US        |     47000 | PA      | $48380.39     | 0.18%             | 2025-12-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                                                                                                          | CHART INDUSTRIES INC SR SUBORDINA 144A 11/24 1                              | CUSIP: N/A<br>LEI: EM7QGKC1GYOF3LSZSL80       | Long             | DBT              | CORP              | US        |     17000 | PA      | $34248.71     | 0.13%             | 2024-11-15      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| CYBERARK SOFTWARE LTD                                                                                                         | CYBERARK SOFTWARE LTD SR UNSECURED 11/24 0.00000                            | CUSIP: N/A<br>LEI: 529900YEXNDM894PWS93       | Long             | DBT              | CORP              | IL        |    166000 | PA      | $176692.06    | 0.67%             | 2024-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DATADOG INC                                                                                                                   | DATADOG INC SR UNSECURED 06/25 0.125                                        | CUSIP: N/A<br>LEI: 549300F6JNO0KRPO1K63       | Long             | DBT              | CORP              | US        |     28000 | PA      | $30652.72     | 0.12%             | 2025-06-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                                                                             | DISH NETWORK CORP SR UNSECURED 08/26 3.375                                  | CUSIP: N/A<br>LEI: 529900U350CWHH15G169       | Long             | DBT              | CORP              | US        |     55000 | PA      | $34625.25     | 0.13%             | 2026-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                                                                      | EQT CORP SR UNSECURED 05/26 1.75                                            | CUSIP: N/A<br>LEI: 4NT01YGM4X7ZX86ISY52       | Long             | DBT              | CORP              | US        |     36000 | PA      | $83876.76     | 0.32%             | 2026-05-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ENPHASE ENERGY INC                                                                                                            | ENPHASE ENERGY INC SR UNSECURED 03/26 0.00000                               | CUSIP: N/A<br>LEI: 5493008U7KIGMI59Z314       | Long             | DBT              | CORP              | US        |    100000 | PA      | $113048.00    | 0.43%             | 2026-03-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ENPHASE ENERGY INC                                                                                                            | ENPHASE ENERGY INC SR UNSECURED 03/28 0.00000                               | CUSIP: N/A<br>LEI: 5493008U7KIGMI59Z314       | Long             | DBT              | CORP              | US        |     65000 | PA      | $76396.45     | 0.29%             | 2028-03-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ENVISTA HOLDINGS CORP                                                                                                         | ENVISTA HOLDINGS CORP SR UNSECURED 06/25 2.375                              | CUSIP: N/A<br>LEI: 549300BX623VURJZ5269       | Long             | DBT              | CORP              | US        |     52000 | PA      | $87720.88     | 0.33%             | 2025-06-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                                                                            | FORD MOTOR COMPANY SR UNSECURED 03/26 0.00000                               | CUSIP: N/A<br>LEI: 20S05OYHG0MQM4VUIC57       | Long             | DBT              | CORP              | US        |    235000 | PA      | $222495.65    | 0.84%             | 2026-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| INTEGRA LIFESCIENCES HLD                                                                                                      | INTEGRA LIFESCIENCES HLD SR UNSECURED 08/25 0.5                             | CUSIP: N/A<br>LEI: WB7IJCYY8YFTENS4O147       | Long             | DBT              | CORP              | US        |     46000 | PA      | $44767.66     | 0.17%             | 2025-08-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JAZZ INVESTMENTS I LTD                                                                                                        | JAZZ INVESTMENTS I LTD COMPANY GUAR 06/26 2                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | BM        |    200000 | PA      | $239106.00    | 0.90%             | 2026-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JOHN BEAN TECHNOLOGIES C                                                                                                      | JOHN BEAN TECHNOLOGIES C SR UNSECURED 05/26 0.25                            | CUSIP: N/A<br>LEI: 5493007CT6ATBZ2L6826       | Long             | DBT              | CORP              | US        |    170000 | PA      | $146885.10    | 0.56%             | 2026-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| LIBERTY BROADBAND CORP                                                                                                        | LIBERTY BROADBAND CORP SR UNSECURED 144A 09/50 2.75                         | CUSIP: N/A<br>LEI: 549300MIX43II8JLN536       | Long             | DBT              | CORP              | US        |     31000 | PA      | $30193.69     | 0.11%             | 2050-09-30      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| LIBERTY MEDIA CORP                                                                                                            | LIBERTY MEDIA CORP SR UNSECURED 10/23 1.375                                 | CUSIP: N/A<br>LEI: 549300ZKUTPIBZLWLL89       | Long             | DBT              | CORP              | US        |     90000 | PA      | $111834.90    | 0.42%             | 2023-10-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LIBERTY MEDIA CORP                                                                                                            | LIBERTY MEDIA CORP SR UNSECURED 144A 12/50 0.5                              | CUSIP: N/A<br>LEI: 549300ZKUTPIBZLWLL89       | Long             | DBT              | CORP              | US        |     31000 | PA      | $30998.45     | 0.12%             | 2050-12-01      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| LIBERTY MEDIA CORP                                                                                                            | LIBERTY MEDIA CORP SR UNSECURED 144A 08/27 2.25                             | CUSIP: N/A<br>LEI: 549300ZKUTPIBZLWLL89       | Long             | DBT              | CORP              | US        |     90000 | PA      | $86729.40     | 0.33%             | 2027-08-15      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| LITHIUM AMERICAS CORP                                                                                                         | LITHIUM AMERICAS CORP SR UNSECURED 01/27 1.75                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | CA        |     35000 | PA      | $27964.65     | 0.11%             | 2027-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MP MATERIALS CORP                                                                                                             | MP MATERIALS CORP SR UNSECURED 144A 04/26 0.25                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     33000 | PA      | $29124.81     | 0.11%             | 2026-04-01      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| MARRIOTT VACATION WORLDW                                                                                                      | MARRIOTT VACATION WORLDW COMPANY GUAR 01/26 0.00000                         | CUSIP: N/A<br>LEI: 549300WA6BT5H4F7IO94       | Long             | DBT              | CORP              | US        |     95000 | PA      | $92853.95     | 0.35%             | 2026-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                                                                      | MICROCHIP TECHNOLOGY INC SR SUBORDINA 11/24 0.125                           | CUSIP: N/A<br>LEI: 5493007PTFULNYZJ1R12       | Long             | DBT              | CORP              | US        |    150000 | PA      | $161031.00    | 0.61%             | 2024-11-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| MIDDLEBY CORP                                                                                                                 | MIDDLEBY CORP SR UNSECURED 09/25 1                                          | CUSIP: N/A<br>LEI: JDFO86U9VQRBKW5KYA35       | Long             | DBT              | CORP              | US        |    150000 | PA      | $176688.00    | 0.67%             | 2025-09-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY FIN LLC                                                                                                        | MORGAN STANLEY FIN LLC 11/27 1                                              | CUSIP: N/A<br>LEI: 5493003FCPSE9RKT4B56       | Long             | DBT              | CORP              | US        |    110000 | PA      | $113399.00    | 0.43%             | 2027-11-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL AND GAS INC                                                                                                      | NORTHERN OIL AND GAS INC SR UNSECURED 144A 04/29 3.625                      | CUSIP: N/A<br>LEI: OKFF0PIZDDMNH4UCYE51       | Long             | DBT              | CORP              | US        |     65000 | PA      | $70149.30     | 0.27%             | 2029-04-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| LAM RESEARCH CORP                                                                                                             | LAM RESEARCH CORP COMMON STOCK USD.001                                      | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       165 | NS      | $69349.50     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                                                                          | LAS VEGAS SANDS CORP COMMON STOCK USD.001                                   | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |      2880 | NS      | $138441.60    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVA LTD                                                                                                                      | NOVA LTD SR UNSECURED 10/25 0.00000                                         | CUSIP: N/A<br>LEI: 529900B2DSWE5V3SC292       | Long             | DBT              | CORP              | IL        |     30000 | PA      | $36879.90     | 0.14%             | 2025-10-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                                                                                         | ON SEMICONDUCTOR CORP SR UNSECURED 05/27 0.00000                            | CUSIP: N/A<br>LEI: ZV20P4CNJVT8V1ZGJ064       | Long             | DBT              | CORP              | US        |    125000 | PA      | $165961.25    | 0.63%             | 2027-05-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PACIRA PHARMACEUTICALS                                                                                                        | PACIRA PHARMACEUTICALS SR UNSECURED 08/25 0.75                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     95000 | PA      | $85913.25     | 0.32%             | 2025-08-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| PALO ALTO NETWORKS                                                                                                            | PALO ALTO NETWORKS SR UNSECURED 06/25 0.375                                 | CUSIP: N/A<br>LEI: 549300QXR2YVZV231H43       | Long             | DBT              | CORP              | US        |     50000 | PA      | $73895.50     | 0.28%             | 2025-06-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| PEBBLEBROOK HOTEL TRUST                                                                                                       | PEBBLEBROOK HOTEL TRUST SR UNSECURED 12/26 1.75                             | CUSIP: N/A<br>LEI: 5493004Q1NNH6JXCSI52       | Long             | DBT              | CORP              | US        |    115000 | PA      | $95344.20     | 0.36%             | 2026-12-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SILICON LABORATORIES INC                                                                                                      | SILICON LABORATORIES INC SR UNSECURED 06/25 0.625                           | CUSIP: N/A<br>LEI: 4PRDF8Q9TDHRVZKZSZ47       | Long             | DBT              | CORP              | US        |     47000 | PA      | $59028.24     | 0.22%             | 2025-06-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER COS INC/THE                                                                                                      | ESTEE LAUDER COMPANIES CL A COMMON STOCK USD.01                             | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |       205 | NS      | $50862.55     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ELI LILLY & CO                                                                                                                | ELI LILLY + CO COMMON STOCK                                                 | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       480 | NS      | $175603.20    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| TANDEM DIABETES CARE INC                                                                                                      | TANDEM DIABETES CARE INC SR UNSECURED 144A 05/25 1.5                        | CUSIP: N/A<br>LEI: 549300JEPFOD0K4D3I05       | Long             | DBT              | CORP              | US        |     55000 | PA      | $49848.70     | 0.19%             | 2025-05-01      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| TESLA INC                                                                                                                     | TESLA INC SR UNSECURED 05/24 2                                              | CUSIP: N/A<br>LEI: 54930043XZGB27CTOV49       | Long             | DBT              | CORP              | US        |      7000 | PA      | $41596.59     | 0.16%             | 2024-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                                                                | LOWE S COS INC COMMON STOCK USD.5                                           | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |       410 | NS      | $81688.40     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                                                                       | MARATHON PETROLEUM CORP COMMON STOCK USD.01                                 | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      1505 | NS      | $175166.95    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| TYLER TECHNOLOGIES INC                                                                                                        | TYLER TECHNOLOGIES INC SR UNSECURED 03/26 0.25                              | CUSIP: N/A<br>LEI: 25490040SMU4Z8LBCW70       | Long             | DBT              | CORP              | US        |     60000 | PA      | $56091.60     | 0.21%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                                                               | US TREASURY N/B 03/24 2.25                                                  | CUSIP: 91282CEG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    295000 | PA      | $286242.19    | 1.08%             | 2024-03-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                                                               | US TREASURY N/B 10/24 4.375                                                 | CUSIP: 91282CFQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $299156.25    | 1.13%             | 2024-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                                                                                                                 | WOLFSPEED INC SR UNSECURED 144A 12/29 1.875                                 | CUSIP: N/A<br>LEI: 549300OGU88P3AW3TO93       | Long             | DBT              | CORP              | US        |     55000 | PA      | $49769.50     | 0.19%             | 2029-12-01      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| ISHARES RUSSELL 2000 ETF                                                                                                      | ISHARES RUSSELL 2000 ETF MAR23 195 CALL                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        40 | NC      | $6460.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKSHIRE HATHAWAY INC                                                                                                        | BERKSHIRE HATHAWAY INC MAR23 320 CALL                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         9 | NC      | $7582.50      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                                                                      | MARSH + MCLENNAN COS COMMON STOCK USD1.0                                    | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      1170 | NS      | $193611.60    | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERCARD INC                                                                                                                | MASTERCARD INC   A COMMON STOCK USD.0001                                    | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       885 | NS      | $307741.05    | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MCDONALD'S CORP                                                                                                               | MCDONALD S CORP COMMON STOCK USD.01                                         | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |       560 | NS      | $147576.80    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK & CO INC                                                                                                                | MERCK + CO. INC. COMMON STOCK USD.5                                         | CUSIP: 58933Y105<br>LEI: MZK1AT00SJV4XB7WNL71 | Long             | EC               | CORP              | US        |      2170 | NS      | $240761.50    | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                                                                                                                | MICROSOFT CORP COMMON STOCK USD.00000625                                    | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      6100 | NS      | $1462902.00   | 5.53%             |  |  |  | No            |                  1 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                                                                         | MICRON TECHNOLOGY INC COMMON STOCK USD.1                                    | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      1005 | NS      | $50229.90     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC                                                                                                    | MONDELEZ INTERNATIONAL INC A COMMON STOCK                                   | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |      2930 | NS      | $195284.50    | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| AIRBNB INC                                                                                                                    | AIRBNB INC SR UNSECURED 03/26 0.00000                                       | CUSIP: N/A<br>LEI: 549300HMUDNO0RY56D37       | Long             | DBT              | CORP              | US        |    125000 | PA      | $103557.50    | 0.39%             | 2026-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AIR TRANSPORT SERVICES G                                                                                                      | AIR TRANSPORT SERVICES G SR UNSECURED 10/24 1.125                           | CUSIP: N/A<br>LEI: 5493000F3MSFGIXTQE27       | Long             | DBT              | CORP              | US        |     55000 | PA      | $55790.35     | 0.21%             | 2024-10-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                                                                                                       | AKAMAI TECHNOLOGIES INC SR UNSECURED 09/27 0.375                            | CUSIP: N/A<br>LEI: OC1LZNN2LF5WTJ5RIL89       | Long             | DBT              | CORP              | US        |     41000 | PA      | $39820.02     | 0.15%             | 2027-09-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| TESLA INC                                                                                                                     | TESLA INC COMMON STOCK USD.001                                              | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      1225 | NS      | $150895.50    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                                                                                                  | THERMO FISHER SCIENTIFIC INC COMMON STOCK USD1.0                            | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |       230 | NS      | $126658.70    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE US INC                                                                                                               | 2020 CASH EXCH TRUST PREFERRED STOCK 06/23 5.25                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |       300 | NS      | $344454.60    | 1.30%             | 2023-06-01      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ULTA BEAUTY INC                                                                                                               | ULTA BEAUTY INC COMMON STOCK USD.01                                         | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |       270 | NS      | $126648.90    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                                                        | UNITEDHEALTH GROUP INC COMMON STOCK USD.01                                  | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      1030 | NS      | $546085.40    | 2.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VISA INC                                                                                                                      | VISA INC CLASS A SHARES COMMON STOCK USD.0001                               | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      2130 | NS      | $442528.80    | 1.67%             |  |  |  | No            |                  1 | On Loan: No      |
| VULCAN MATERIALS CO                                                                                                           | VULCAN MATERIALS CO COMMON STOCK USD1.0                                     | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |       230 | NS      | $40275.30     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| WALMART INC                                                                                                                   | WALMART INC COMMON STOCK USD.1                                              | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      1340 | NS      | $189998.60    | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & CO                                                                                                              | WELLS FARGO + CO COMMON STOCK USD1.666                                      | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      4100 | NS      | $169289.00    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| GLENCORE PLC                                                                                                                  | GLENCORE PLC COMMON STOCK USD.01                                            | CUSIP: N/A<br>LEI: 2138002658CPO9NBH955       | Long             | EC               | CORP              | JE        |      5875 | NS      | $39178.28     | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| ACCENTURE PLC                                                                                                                 | ACCENTURE PLC CL A COMMON STOCK USD.0000225                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |       765 | NS      | $204132.60    | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| LINDE PLC                                                                                                                     | LINDE PLC COMMON STOCK EUR.001                                              | CUSIP: N/A<br>LEI: 8945002PAZHZLBGKGF02       | Long             | EC               | CORP              | IE        |      1140 | NS      | $371845.20    | 1.41%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDTRONIC PLC                                                                                                                 | MEDTRONIC PLC COMMON STOCK USD.1                                            | CUSIP: 585055106<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |      1195 | NS      | $92875.40     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| APTIV PLC                                                                                                                     | APTIV PLC PREFERRED STOCK 06/23 5.5                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | JE        |      1495 | NS      | $160443.40    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| ALCON INC                                                                                                                     | ALCON INC COMMON STOCK CHF.04                                               | CUSIP: N/A<br>LEI: 549300LDT5AP8S0NBM78       | Long             | EC               | CORP              | CH        |      1210 | NS      | $82945.50     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUBB LTD                                                                                                                     | CHUBB LTD COMMON STOCK                                                      | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |      1020 | NS      | $225012.00    | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-27

**Name of Applicant:** Calamos Advisors Trust

**Signature:** Stephen Atkins

**Name of Signer:** Stephen Atkins

**Title:** Treasurer