Calamos Advisors LLC Q2 2018 Filing

Filed July 17, 2018

Portfolio Value

$16.4T

Holdings

597

Report Date

Q2 2018

Filing Type

13F-HR

All Holdings (597 positions)

#StockSharesValue% PortfolioType
1
SPYSPDR S&P 500 ETF
2,502,000$678.7B4.15%Put
2
AAPLAPPLE INC
2,268,811$420.0B2.57%
3
MSFTMICROSOFT CORP
3,244,897$320.0B1.96%
4
METAFACEBOOK INC-A
1,632,635$317.3B1.94%
5
GOOGLALPHABET INC
268,841$303.6B1.86%
6
AMZNAMAZON.COM INC
162,263$275.8B1.69%
7
AQLTISHARES MSCI EMERGING MARKET
5,083,500$220.3B1.35%Put
8
JPMJPMORGAN CHASE & CO
2,047,743$213.4B1.30%
9
JNJJOHNSON & JOHNSON
1,615,237$196.0B1.20%
10
BACBANK OF AMERICA CORP
6,343,031$178.8B1.09%
11
TESLA MOTORS INC
156,096,000$176.9B1.08%
12
FXIISHARES CHINA LARGE CAP ETF
3,345,500$143.8B0.88%Put
13
UNHUNITEDHEALTH GROUP INC
572,037$140.3B0.86%
1457,434,000$138.0B0.84%
15
AQLTISHARES MSCI EAFE ETF
1,964,000$131.5B0.80%Put
16
MICRON TECHNOLOGY INC
25,000,000$131.3B0.80%
17
HDHOME DEPOT INC
672,643$131.2B0.80%
18
THE PRICELINE GROUP INC
81,393,000$126.2B0.77%
19
SPYSPDR S&P 500 ETF TRUST
460,968$125.1B0.76%
20
GSGOLDMAN SACHS GROUP INC
560,244$123.6B0.76%
21
VVISA INC-CLASS A SHARES
929,430$123.1B0.75%
22
MCHP 1.625 02/15/27MICROCHIP TECH (EMBED WARRANT)
103,211,000$121.3B0.74%
23
DALDELTA AIR LINES INC
2,401,393$119.0B0.73%
24
XOMEXXON MOBIL CORP
1,408,694$116.5B0.71%
25
XLFIFINANCIAL SELECT SECTOR SPDR
4,200,000$111.7B0.68%Put
26
AQLTISHARES MSCI EAFE ETF
1,597,000$107.0B0.65%Call
27
CVXCHEVRON CORP
842,784$106.6B0.65%
28
AIGAMERICAN INTERNATIONAL GROUP
1,935,289$102.6B0.63%
29
BAXBAXTER INTERNATIONAL INC
1,346,341$99.4B0.61%
30
UNPUNION PACIFIC CORP
701,042$99.3B0.61%
31
DOWDUPONT INC
1,458,168$96.1B0.59%
32
4I1PHILIP MORRIS INTERNATIONAL
1,184,123$95.6B0.58%
33
MCDMCDONALD'S CORP
601,795$94.3B0.58%
34
DISWALT DISNEY CO/THE
879,402$92.2B0.56%
35
CROWN CASTLE INTL CORP
81,680$86.2B0.53%
36
MAMASTERCARD INC - A
427,485$84.0B0.51%
37
TRVCCITIGROUP INC
1,196,611$80.1B0.49%
38
BABOEING CO/THE
235,067$78.9B0.48%
39
SLBSCHLUMBERGER LTD
1,167,417$78.3B0.48%
40
ALXNALEXION PHARMACEUTICALS INC
622,746$77.3B0.47%
41
PFEPFIZER INC
2,116,123$76.8B0.47%
42
NEXTERA ENERGY INC
1,341,628$76.6B0.47%
43
KOCOCA-COLA CO/THE
1,710,864$75.0B0.46%
44
LABORATORY CRP OF AMER HLDGS
401,239$72.0B0.44%
45
HUMHUMANA INC
240,973$71.7B0.44%
46
ICEINTERCONTINENTAL EXCHANGE IN
970,851$71.4B0.44%
47
SERVICENOW INC
30,363,000$71.1B0.43%
48
ABBVABBVIE INC
765,314$70.9B0.43%
49
HALHALLIBURTON CO
1,534,020$69.1B0.42%
50
SQUARE INC
25,000,000$67.5B0.41%
51
MRSHMARSH & MCLENNAN COS
818,236$67.1B0.41%
52
ALTABA INC
49,162,000$67.0B0.41%
53
WFC 7.5 PERP LWELLS FARGO & COMPANY
53,013$66.8B0.41%
54
CITRIX SYSTEMS INC
45,606,000$66.6B0.41%
55
SILICON LABORATORIES INC
54,098,000$66.0B0.40%
56
LMCA 1.375 10/15/23LIBERTY MEDIA CORPORATION
52,742,000$65.7B0.40%
57
CMCSACOMCAST CORP-CLASS A
1,986,029$65.2B0.40%
58
CSCOCISCO SYSTEMS INC
1,507,124$64.9B0.40%
59
BECTON DICKINSON AND CO
1,045,129$64.6B0.40%
60
PGPROCTER & GAMBLE CO/THE
828,026$64.6B0.40%
61
CBOECBOE GLOBAL MARKETS INC
619,398$64.5B0.39%
62
ETRAE TRADE FINANCIAL CORP
1,049,985$64.2B0.39%
63
MHKMOHAWK INDUSTRIES INC
294,082$63.0B0.39%
64
ILLUMINA INC
52,857,000$62.4B0.38%
65
TAT&T INC
1,927,461$61.9B0.38%
66
ELVANTHEM INC
258,699$61.6B0.38%
67
BACVERIZON COMMUNICATIONS INC
1,223,209$61.5B0.38%
68
DWDMORGAN STANLEY
1,271,071$60.2B0.37%
69
NFLXNETFLIX INC
151,641$59.4B0.36%
70
AMD 2.125 09/01/26ADVANCED MICRO DEVICES INC
29,504,000$58.7B0.36%
71
AG8AGILENT TECHNOLOGIES INC
936,713$57.9B0.35%
72
GOOGALPHABET INC
51,549$57.5B0.35%
73
WFCWELLS FARGO & CO
1,028,783$57.0B0.35%
74
WORKDAY INC - TRANCHE 1
37,843,000$56.5B0.35%
75
NEXTERA ENERGY INC
756,135$56.2B0.34%
76
HONHONEYWELL INTERNATIONAL INC
389,910$56.2B0.34%
77
PEPPEPSICO INC
508,069$55.3B0.34%
78
AVGOBROADCOM INC
227,564$55.2B0.34%
79
WMTWALMART INC
644,606$55.2B0.34%
80
ALLERGAN PLC
326,467$54.4B0.33%
81
ON SEMICONDUCTOR CORP
42,781,000$54.2B0.33%
82
BIOMARIN PHARMACEUTICAL INC
45,603,000$54.1B0.33%
83
ON 1 12/01/20ON SEMICONDUCTOR CORP
41,012,000$53.9B0.33%
84
LITE 0.25 03/15/24LUMENTUM HOLDINGS INC
45,302,000$53.8B0.33%
85
HESS CORP
710,351$53.5B0.33%
86
KMXCARMAX INC
729,286$53.1B0.32%
87
MRKMERCK & CO. INC.
866,893$52.6B0.32%
88
BAC 7.25 PERP LBANK OF AMERICA CORP.
41,995$52.5B0.32%
89
STTSPDR S&P 500 ETF
1,300,000$51.4B0.31%Call
90
TESLA INC
41,320,000$50.3B0.31%
91
NVDANVIDIA CORP
211,927$50.2B0.31%
92
UALUNITED CONTINENTAL HOLDINGS
708,932$49.4B0.30%
93
GWRE 1.25 03/15/25GUIDEWIRE SOFTWARE
48,021,000$48.8B0.30%
94
ROYAL GOLD
45,785,000$48.6B0.30%
95
BRK/BBERKSHIRE HATHAWAY INC
259,085$48.4B0.30%
96
LIGAND PHARMACEUTICALS INC
17,500,000$48.1B0.29%
97
DTE ENERGY CO
927,601$47.7B0.29%
98
REALPAGE INC
33,488,000$47.6B0.29%
99
CSXCSX CORP
734,705$46.9B0.29%
100
BKNGBOOKING HOLDINGS INC
23,081$46.8B0.29%
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