Calamos Advisors LLC Q1 2018 Filing

Filed April 13, 2018

Portfolio Value

$15.4B

Holdings

601

Report Date

Q1 2018

Filing Type

13F-HR

All Holdings (601 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	AAPLAPPLE INC	2,291,014	$384.4M	2.50%
2	AQLTISHARES MSCI EAFE ETF	4,982,000	$347.1M	2.26%	Call
3	MSFTMICROSOFT CORP	3,159,096	$288.3M	1.88%
4	GOOGLALPHABET INC	258,009	$267.6M	1.74%
5	METAFACEBOOK INC	1,625,085	$259.7M	1.69%
6	SPYSPDR S&P 500 ETF	975,000	$256.6M	1.67%	Put
7	AMZNAMAZON.COM INC	162,695	$235.5M	1.53%
8	JPMJP MORGAN CHASE & CO	1,822,658	$200.4M	1.30%
9	JNJJOHNSON & JOHNSON	1,550,525	$198.7M	1.29%
10	INTC 3.25 08/01/39INTEL CORP	67,471,000	$167.1M	1.09%
11	—TESLA MOTORS INC	155,608,000	$153.9M	1.00%
12	BACBANK OF AMER CP	4,973,871	$149.2M	0.97%
13	—THE PRICELINE GROUP INC	81,393,000	$130.7M	0.85%
14	—MICRON TECHNOLOGY INC	25,000,000	$129.6M	0.84%
15	—ALLERGAN PLC	760,302	$128.0M	0.83%
16	SPYSPDR TRUST SERIES 1	473,837	$124.7M	0.81%
17	AQLTISHARES MSCI EAFE ETF	1,763,000	$122.8M	0.80%	Put
18	MCHP 1.625 02/15/27MICROCHIP TECH (EMBED WARRANT)	102,500,000	$122.7M	0.80%
19	DALDELTA AIR LINES INC	2,236,157	$122.6M	0.80%
20	VVISA INC	1,019,658	$122.0M	0.79%
21	AQLTISHARES MSCI EMERGING MARKET	2,371,000	$114.5M	0.74%	Put
22	XOMEXXON MOBIL CORP	1,508,912	$112.6M	0.73%
23	UNHUNITEDHEALTH GROUP INC	516,213	$110.5M	0.72%
24	ABBVABBVIE	1,127,011	$106.7M	0.69%
25	HDHOME DEPOT	597,068	$106.4M	0.69%
26	AIGAMER INTL GROUP	1,755,265	$95.5M	0.62%
27	AQLTISHARES MSCI EMERGING MARKET	1,974,800	$95.3M	0.62%	Call
28	CVXCHEVRONTEXACO CORP	809,996	$92.4M	0.60%
29	—CROWN CASTLE INTL CORP	81,663	$91.3M	0.59%
30	DISDISNEY WALT CO	908,274	$91.2M	0.59%
31	BAXBAXTER INTL INC	1,325,483	$86.2M	0.56%
32	GSGOLDMAN SACHS GROUP	340,400	$85.7M	0.56%	Call
33	4I1PHILIP MORRIS INTERNATIONAL	828,098	$82.3M	0.54%
34	—DOWDUPONT INC	1,286,041	$81.9M	0.53%
35	MCDMCDONALD'S CORP	511,438	$80.0M	0.52%
36	CMCSACOMCAST CORP	2,302,727	$78.7M	0.51%
37	ELV 5.25 05/01/18ANTHEM INC SERIES B UNIT	1,444,675	$77.5M	0.50%
38	—NEXTERA ENERGY INC	1,340,113	$77.3M	0.50%
39	ETRAE TRADE GROUP	1,379,580	$76.4M	0.50%
40	KOCOCA-COLA CO	1,725,485	$74.9M	0.49%
41	TRVCCITIGROUP INC	1,101,941	$74.4M	0.48%
42	MAMASTERCARD INC	423,353	$74.2M	0.48%
43	SLBSCHLUMBERGER LTD	1,108,192	$71.8M	0.47%
44	GSGOLDMAN SACHS	284,490	$71.7M	0.47%
45	PFEPFIZER INC	2,013,878	$71.5M	0.47%
46	—SERVICENOW INC	30,868,000	$69.4M	0.45%
47	PGPROCTER & GAMBLE CO	875,516	$69.4M	0.45%
48	—ALTABA INC	49,492,000	$68.9M	0.45%
49	WFC 7.5 PERP LWELLS FARGO & COMPANY(WACHOVIA	53,155	$68.6M	0.45%
50	HUMHUMANA INC.	249,674	$67.1M	0.44%
51	NFLXNETFLIX INC	225,210	$66.5M	0.43%
52	ALXNALEXION PHARMACEUTICALS INC	595,578	$66.4M	0.43%
53	BKNGBOOKING HOLDINGS INC	30,711	$63.9M	0.42%
54	—SILICON LABORATORIES INC	54,098,000	$62.6M	0.41%
55	TAT&T INC	1,727,552	$61.6M	0.40%
56	PEPPEPSICO INC	560,313	$61.2M	0.40%
57	ICEINTERCONTINENTAL EXCHANGE INC	842,574	$61.1M	0.40%
58	—BECTON DICKINSON AND CO	1,044,814	$61.0M	0.40%
59	AMATAPPLIED MATERIALS INC	1,087,641	$60.5M	0.39%
60	LMCA 1.375 10/15/23LIBERTY MEDIA CORPORATION	52,725,000	$60.5M	0.39%
61	—CITRIX SYSTEMS INC	45,360,000	$60.2M	0.39%
62	SBUXSTARBUCKS CORP	1,031,079	$59.7M	0.39%
63	HALHALLIBURTON CO	1,269,702	$59.6M	0.39%
64	MRSHMARSH & MCLENNAN COS	721,537	$59.6M	0.39%
65	CSCOCISCO SYSTEMS INC	1,369,070	$58.7M	0.38%
66	—GENERAL ELECTRIC CO	4,350,000	$58.6M	0.38%	Call
67	—ILLUMINA INC	52,869,000	$58.6M	0.38%
68	ON 1 12/01/20ON SEMICONDUCTOR CORP	41,017,000	$58.4M	0.38%
69	—WORKDAY INC - TRANCHE 1	37,839,000	$58.1M	0.38%
70	—SQUARE INC	26,310,000	$58.0M	0.38%
71	HONHONEYWELL INTL	393,707	$56.9M	0.37%
72	DWDMORGAN STANLEY	1,049,628	$56.6M	0.37%
73	BMYBRISTOL MYERS SQUIBB	888,369	$56.2M	0.37%
74	UNPUNION PACIFIC CORP	410,265	$55.2M	0.36%
75	—NEXTERA ENERGY INC	756,135	$55.1M	0.36%
76	BACVERIZON COMM	1,150,579	$55.0M	0.36%
77	—LABORATORY CRP OF AMER HLDGS	338,994	$54.8M	0.36%
78	WMTWALMART INC	613,895	$54.6M	0.36%
79	BAC 7.25 PERP LBANK OF AMERICA CORP.	42,127	$54.3M	0.35%
80	—MICRON TECH	30,000,000	$53.3M	0.35%
81	LITE 0.25 03/15/24LUMENTUM HOLDINGS INC	41,258,000	$52.3M	0.34%
82	BABOEING CO	158,044	$51.8M	0.34%
83	—ROYAL GOLD	47,980,000	$50.8M	0.33%
84	—BIOMARIN PHARMACEUTICAL INC	45,583,000	$50.5M	0.33%
85	LRCXEURLAM RESEARCH CORP	247,415	$50.3M	0.33%
86	BRK/BBERKSHIRE HTH-B	251,818	$50.2M	0.33%
87	—LIBERTY MEDIA CORPORATION	48,117,000	$50.2M	0.33%
88	WFCWELLS FARGO & COMPANY	954,780	$50.0M	0.33%
89	AVGOBROADCOM LTD	208,130	$49.0M	0.32%
90	ULTAULTA SALON COSMETICS	238,257	$48.7M	0.32%
91	MRKMERCK & CO	891,642	$48.6M	0.32%
92	GOOGALPHABET INC	46,944	$48.4M	0.32%
93	—DTE ENERGY CO	927,385	$48.2M	0.31%
94	GWRE 1.25 03/15/25GUIDEWIRE SOFTWARE	48,014,000	$47.2M	0.31%
95	FRCBFIRST REPUBLIC BANK/SAN FRAN	502,856	$46.6M	0.30%
96	—NICE LTD	37,241,000	$46.5M	0.30%
97	—HESS CORP	772,551	$46.0M	0.30%
98	—TAL EDUCATION GROUP	5,250,000	$44.8M	0.29%
99	—NOVELLUS SYSTEMS INC	7,456,000	$44.7M	0.29%
100	NVDANVIDIA CORP	192,473	$44.6M	0.29%

Page 1 of 7Next