Calamos Advisors LLC Q3 2018 Filing
Filed October 22, 2018
Portfolio Value
$18.2T
Holdings
683
Report Date
Q3 2018
Filing Type
13F-HR
All Holdings (683 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | SPYSPDR S&P 500 ETF | 3,050,000 | $886.7B | 4.88% | Put |
| 2 | STTSPDR S&P 500 ETF | 2,200,000 | $639.6B | 3.52% | Call |
| 3 | AAPLAPPLE INC | 2,195,125 | $495.5B | 2.73% | |
| 4 | MSFTMICROSOFT CORP | 3,265,785 | $373.5B | 2.05% | |
| 5 | AMZNAMAZON.COM INC | 168,487 | $337.5B | 1.86% | |
| 6 | GOOGLALPHABET INC | 260,048 | $313.9B | 1.73% | |
| 7 | METAFACEBOOK INC-A | 1,795,492 | $295.3B | 1.62% | |
| 8 | JNJJOHNSON & JOHNSON | 1,715,207 | $237.0B | 1.30% | |
| 9 | JPMJPMORGAN CHASE & CO | 2,059,610 | $232.4B | 1.28% | |
| 10 | WMTWAL-MART STORES | 2,300,000 | $216.0B | 1.19% | Call |
| 11 | BACBANK OF AMERICA CORP | 6,733,819 | $198.4B | 1.09% | |
| 12 | AQLTISHARES MSCI EAFE ETF | 2,646,900 | $180.0B | 0.99% | Call |
| 13 | VVISA INC-CLASS A SHARES | 947,668 | $142.2B | 0.78% | |
| 14 | UNHUNITEDHEALTH GROUP INC | 531,008 | $141.3B | 0.78% | |
| 15 | DALDELTA AIR LINES INC | 2,326,137 | $134.5B | 0.74% | |
| 16 | GSGOLDMAN SACHS GROUP INC | 594,787 | $133.4B | 0.73% | |
| 17 | —BOOKING HOLDINGS INC | 78,948,000 | $119.8B | 0.66% | |
| 18 | INTC 3.25 08/01/39INTEL CORP | 51,631,000 | $118.5B | 0.65% | |
| 19 | XOMEXXON MOBIL CORP | 1,387,392 | $118.0B | 0.65% | |
| 20 | AMD 2.125 09/01/26ADVANCED MICRO DEVICES | 29,504,000 | $115.0B | 0.63% | |
| 21 | HDHOME DEPOT INC | 553,450 | $114.6B | 0.63% | |
| 22 | MCDMCDONALD'S CORP | 680,131 | $113.8B | 0.63% | |
| 23 | —MICRON TECHNOLOGY INC | 25,000,000 | $113.7B | 0.63% | |
| 24 | —NEXTERA ENERGY INC | 1,996,583 | $113.7B | 0.63% | |
| 25 | AIGAMERICAN INTERNATIONAL GROUP | 2,098,386 | $111.7B | 0.61% | |
| 26 | SPYSPDR S&P 500 ETF TRUST | 382,748 | $111.3B | 0.61% | |
| 27 | MCHP 1.625 02/15/27MICROCHIP TECHNOLOGY INC | 103,131,000 | $110.0B | 0.61% | |
| 28 | —SQUARE INC | 25,000,000 | $108.2B | 0.60% | |
| 29 | DISWALT DISNEY CO/THE | 924,475 | $108.1B | 0.59% | |
| 30 | CVXCHEVRON CORP | 875,569 | $107.1B | 0.59% | |
| 31 | UNPUNION PACIFIC CORP | 644,910 | $105.0B | 0.58% | |
| 32 | BAXBAXTER INTERNATIONAL INC | 1,355,732 | $104.5B | 0.57% | |
| 33 | ALXNALEXION PHARMACEUTICALS INC | 716,279 | $99.6B | 0.55% | |
| 34 | MAMASTERCARD INC | 438,090 | $97.5B | 0.54% | |
| 35 | —DOWDUPONT INC | 1,490,179 | $95.8B | 0.53% | |
| 36 | —TESLA INC | 99,466,000 | $95.1B | 0.52% | |
| 37 | —ILLUMINA INC | 63,402,000 | $91.5B | 0.50% | |
| 38 | PFEPFIZER INC | 2,065,437 | $91.0B | 0.50% | |
| 39 | —LABORATORY CRP OF AMER HLDGS | 518,954 | $90.1B | 0.50% | |
| 40 | —CROWN CASTLE INTL CORP | 81,675 | $88.7B | 0.49% | |
| 41 | TRVCCITIGROUP INC | 1,211,263 | $86.9B | 0.48% | |
| 42 | ETRAE TRADE FINANCIAL CORP | 1,646,981 | $86.3B | 0.47% | |
| 43 | CBOECBOE GLOBAL MARKETS INC | 890,456 | $85.4B | 0.47% | |
| 44 | KOCOCA-COLA CO/THE | 1,735,686 | $80.2B | 0.44% | |
| 45 | SWKSTANLEY BLACK & DECKER INC | 545,500 | $79.9B | 0.44% | Call |
| 46 | BABOEING CO/THE | 212,394 | $79.0B | 0.43% | |
| 47 | —SERVICENOW INC | 30,016,000 | $78.6B | 0.43% | |
| 48 | CSCOCISCO SYSTEMS INC | 1,554,366 | $75.6B | 0.42% | |
| 49 | AQLTISHARES MSCI EMERGING MARKET | 1,699,200 | $72.9B | 0.40% | Call |
| 50 | CMCSACOMCAST CORP | 2,040,553 | $72.3B | 0.40% | |
| 51 | PGPROCTER & GAMBLE CO/THE | 856,723 | $71.3B | 0.39% | |
| 52 | —CITRIX SYSTEMS INC | 45,941,000 | $70.5B | 0.39% | |
| 53 | SLBSCHLUMBERGER LTD | 1,151,807 | $70.2B | 0.39% | |
| 54 | WFC 7.5 PERP LWELLS FARGO & COMPANY | 54,222 | $70.0B | 0.39% | |
| 55 | BACVERIZON COMMUNICATIONS INC | 1,280,305 | $68.4B | 0.38% | |
| 56 | —BECTON DICKINSON AND CO | 1,045,023 | $68.3B | 0.38% | |
| 57 | —FORTIVE CORPORATION | 62,956 | $67.9B | 0.37% | |
| 58 | ELVANTHEM INC | 245,587 | $67.3B | 0.37% | |
| 59 | DWDMORGAN STANLEY | 1,411,198 | $65.7B | 0.36% | |
| 60 | —NXP SEMICONDUCTOR NV | 63,007,000 | $65.6B | 0.36% | |
| 61 | GOOGALPHABET INC | 54,694 | $65.3B | 0.36% | |
| 62 | XLFITECHNOLOGY SELECT SECTOR SPDR | 865,000 | $65.2B | 0.36% | Put |
| 63 | MRSHMARSH & MCLENNAN COS | 783,605 | $64.8B | 0.36% | |
| 64 | TAT&T INC | 1,926,145 | $64.7B | 0.36% | |
| 65 | ABBVABBVIE INC | 682,588 | $64.6B | 0.36% | |
| 66 | LMCA 1.375 10/15/23LIBERTY MEDIA CORP | 52,731,000 | $64.4B | 0.35% | |
| 67 | ICEINTERCONTINENTAL EXCHANGE IN | 857,832 | $64.2B | 0.35% | |
| 68 | NFLXNETFLIX INC | 169,920 | $63.6B | 0.35% | |
| 69 | —ALTABA INC | 49,144,000 | $62.7B | 0.34% | |
| 70 | —ALLERGAN PLC | 327,860 | $62.5B | 0.34% | |
| 71 | WMTWALMART INC | 662,861 | $62.2B | 0.34% | |
| 72 | —LIGAND PHARMACEUTICALS I | 17,500,000 | $61.7B | 0.34% | |
| 73 | NVDANVIDIA CORP | 219,527 | $61.7B | 0.34% | |
| 74 | AMATAPPLIED MATERIALS INC | 1,595,972 | $61.7B | 0.34% | |
| 75 | HONHONEYWELL INTERNATIONAL INC | 367,893 | $61.2B | 0.34% | |
| 76 | AQLTISHARES MSCI EAFE ETF | 900,000 | $61.2B | 0.34% | Put |
| 77 | KMXCARMAX INC | 819,393 | $61.2B | 0.34% | |
| 78 | MRKMERCK & CO. INC. | 857,439 | $60.8B | 0.33% | |
| 79 | XLFFINANCIAL SELECT SECTOR SPDR | 2,200,000 | $60.7B | 0.33% | |
| 80 | —FACEBOOK INC | 368,600 | $60.6B | 0.33% | Call |
| 81 | MHKMOHAWK INDUSTRIES INC | 341,760 | $59.9B | 0.33% | |
| 82 | CRMSALESFORCE.COM INC | 375,625 | $59.7B | 0.33% | |
| 83 | BRK/BBERKSHIRE HATHAWAY INC | 277,743 | $59.5B | 0.33% | |
| 84 | —HESS CORP | 736,949 | $58.6B | 0.32% | |
| 85 | LITE 0.25 03/15/24LUMENTUM HOLDINGS INC | 48,438,000 | $58.2B | 0.32% | |
| 86 | AQLTISHARES 20 PLUS YEAR TREASURY BOND | 491,500 | $57.6B | 0.32% | Call |
| 87 | APDAIR PRODUCTS & CHEMICALS INC | 340,342 | $56.9B | 0.31% | |
| 88 | —BIOMARIN PHARMACEUTICAL | 46,415,000 | $55.7B | 0.31% | |
| 89 | BAC 7.25 PERP LBANK OF AMERICA CORP | 42,937 | $55.6B | 0.31% | |
| 90 | HUMHUMANA INC | 161,220 | $54.6B | 0.30% | |
| 91 | AQLTISHARES MSCI EMERGING MARKET | 1,270,000 | $54.5B | 0.30% | Put |
| 92 | —ON SEMICONDUCTOR CORP | 47,781,000 | $53.8B | 0.30% | |
| 93 | PEPPEPSICO INC | 477,795 | $53.4B | 0.29% | |
| 94 | GWRE 1.25 03/15/25GUIDEWIRE SOFTWARE INC | 49,482,000 | $53.0B | 0.29% | |
| 95 | —CTRIP.COM INTL LTD | 48,833,000 | $50.8B | 0.28% | |
| 96 | MGMMGM RESORTS INTERNATIONAL | 1,815,800 | $50.7B | 0.28% | |
| 97 | 4I1PHILIP MORRIS INTERNATIONAL | 621,450 | $50.7B | 0.28% | |
| 98 | AG8AGILENT TECHNOLOGIES INC | 715,029 | $50.4B | 0.28% | |
| 99 | CSXCSX CORP | 672,381 | $49.8B | 0.27% | |
| 100 | AQLTISHARES CHINA LARGE CAP ETF | 1,160,200 | $49.7B | 0.27% | Put |
Page 1 of 7Next