Calamos Advisors LLC

Q2 2022 13F-HR Holdings

Location
Naperville, IL
Holdings as of
6/30/2022
Date filed
8/1/2022
Form type
13F-HR
Num holdings
1,152
Total value ($000)
$23,187,346
Net value change ($000)
-3,450,340 (-13.0%)
New positions
64
Sold out positions
94
Turnover %
4.8%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 5/3/2022 Next filing: 10/24/2022 SEC filing

Snapshot: Change Analysis

Compared to Q1 2022
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)
SPY 197,843 50.3%
AEP 47,600 177.1%
DHR 32,457 NEW
VMWA 20,972 NEW
HR 18,016 NEW
LLY 17,670 12.3%
RENEF 14,985 NEW
SLND 14,880 NEW
BMY 13,020 15.8%
ALLEGHANY CORP /DE 12,913 NEW
Top Reduces (Value $000, Stocks/ETFs)
AMZN -235,427 -36.1%
AAPL -220,391 -20.7%
NVDA -179,057 -48.9%
MSFT -163,142 -15.9%
AVTR -110,538 -100.0%
DHR -98,635 -100.0%
GOOGL -96,346 -21.3%
BAC -68,455 -35.2%
TSLA -62,364 -33.9%
META -55,804 -22.7%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 891,630 (3.8% 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