Calamos Advisors LLC

Holdings History for SPDR S&P 500 ETF TR - PUT

Investment type: Equity / PUT

Holdings date	Option	Weight	Change	Value $	Shares	Change	Activity %	Price	All Holders
31 Mar 2020	put		-22%	$0	0	-1,394,000	-100%	$681.92	Q1 2020
31 Dec 2019	put	22%	+13%	$448,673,000	1,394,000	+829,000	+147%	$321.86	Q4 2019
30 Sep 2019	put	13%	0%	$167,675,000	565,000	0		$296.77	Q3 2019
30 Jun 2019	put		0%	$263,700,000	900,000	0		$293.00 ^*	Q2 2019
31 Mar 2019	put	11%	0%	$98,868,000	350,000	0		$282.48	Q1 2019
31 Dec 2018	put		0%	$249,920,000	1,000,000	0		$249.92 ^*	Q4 2018
30 Sep 2018	put	30%	+5.3%	$886,696,000	3,050,000	+548,000	+22%	$290.72	Q3 2018
30 Jun 2018	put	33%	+20%	$678,743,000	2,502,000	+1,527,000	+157%	$271.28	Q2 2018
31 Mar 2018	put	16%	-30%	$256,572,000	975,000	-1,842,300	-65%	$263.15	Q1 2018
31 Dec 2017	put	14%	+7.7%	$751,825,000	2,817,300	+1,555,800	+123%	$266.86	Q4 2017
30 Sep 2017	put	5.5%	0%	$1,966,000	1,261,500	0		$1.56	Q3 2017
30 Jun 2017	put		0%	$145,080,000	600,000	0		$241.80 ^*	Q2 2017
31 Mar 2017	put	2.9%	0%	$391,000	2,500	0		$156.40	Q1 2017
31 Dec 2016	put		0%	$454,000	1,010	0		$449.50 ^*	Q4 2016
30 Sep 2016	put		0%	$30,680,000	21,223	0		$1445.60 ^*	Q3 2016
30 Jun 2016	put	37%	+9.6%	$25,656,000	22,995	+5,875	+34%	$1115.72	Q2 2016
31 Mar 2016	put	50%	0%	$19,017,000	17,120	0		$1110.81	Q1 2016
31 Dec 2015	put		0%	$26,458,000	17,067	0		$1550.24 ^*	Q4 2015
30 Sep 2015	put		0%	$16,896,000	5,282	0		$3198.79 ^*	Q3 2015
30 Jun 2015	put		0%	$23,407,000	6,533	0		$3582.89 ^*	Q2 2015
31 Mar 2015	put		0%	$3,584,000	8,037	0		$445.94 ^*	Q1 2015

* Reported Price is the price of the security as of the portfolio date. This value is significant in that it is the last known price at which the security was still held.
An asterisk sign (*) next to the price indicates that the price is likely invalid.