Calamos Advisors LLC

Q2 2020 13F-HR Holdings

Location
Naperville, IL
Holdings as of
6/30/2020
Date filed
7/27/2020
Form type
13F-HR
Num holdings
705
Total value ($000)
$14,146,833
Net value change ($000)
+1,402,622 (11.0%)
New positions
90
Sold out positions
100
Turnover %
7.0%
Sector allocation + QoQ delta (equities-only)

Holdings aggregated across other managers listed in the original SEC filing. View detailed breakdown

Snapshot: Change Analysis

Compared to Q1 2020
Methodology: sector metrics are equities-only; instrument mix chart is ex-options; options exposure is shown separately. Why this matters.
Top Adds (Value $000, Stocks/ETFs)
MSFT 119,485 27.9%
AAPL 93,232 29.2%
AMZN 89,386 27.5%
BSX 59,665 NEW
META 54,944 31.9%
RTX 50,377 NEW
NVDA 29,067 35.2%
PYPL 25,824 80.9%
SWK 25,760 68.9%
VRTX 22,635 83.0%
Top Reduces (Value $000, Stocks/ETFs)
SPY -172,857 -99.9%
Allergan plc -67,018 -100.0%
BDX -51,095 -100.0%
RAYTHEON CO/ -32,880 -100.0%
NOW -28,316 -71.1%
RSG -24,450 -100.0%
CBOE -23,781 -68.8%
ALXN -23,294 -63.6%
VZ -20,487 -32.7%
LH -20,073 -51.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 590,302 (4.2% of total reported value)
How this table is calculated: SEC VALUE ($000) is used as reported. For derivatives (PUT/CALL/WARRANT/RIGHT), SEC value represents reported underlying exposure, not premium cash paid/received. Column % is bucket-based: non-options share is calculated inside non-option total, options share is calculated inside options total. Details.
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Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type