Company: CPZ
Filing Date: 2025-12-29
Form Type: N-CSR
Source: 0001104659-25-124691
Chunk: 140

Company: Calamos Long/Short Equity & Dynamic Income Trust
Filing Date: 2025-12-29
Form: N-CSR
Chunk 140
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 not known prior to the settlement date, including coupon rate, which will be adjusted on settlement date. 

# Non-income producing security. § Securities exchangeable or convertible into securities of one or more entities that are different than the issuer. Each entity is identified in the parenthetical. µ Security, or portion of security, is held in a segregated account as collateral for note payable aggregating a total value of $744,843,968. ~ Security, or portion of security, is segregated as collateral (or potential collateral for future transactions) for written options. The aggregate value of such securities is $6,660,745. ABBREVIATION ADR American Depositary Receipt FOREIGN CURRENCY ABBREVIATION EUR European Monetary Unit
See accompanying Notes to Schedule of Investments CALAMOS CLOSED-END FAMILY OF FUNDS ANNUAL REPORT
142 Strategic Total Return Fund Schedule of Investments October 31, 2025

The following table summarizes the Fund's investments and derivative financial instruments categorized in the fair value hierarchy as of October 31, 2025 (see Note 1):

| Assets:                               |     | LEVEL 1 |               |     | LEVEL 2 |               |     | LEVEL 3 |   |     | TOTAL |               |
|:--------------------------------------|:----|:--------|--------------:|:----|:--------|--------------:|:----|:--------|:--|:----|:------|--------------:|
| Asset Backed Security                 |     | $       |             — |     | $       |       928,167 |     | $       | — |     | $     |       928,167 |
| Corporate Bonds                       |     |         |             — |     |         |   404,830,100 |     |         | — |     |       |   404,830,100 |
| Convertible Bonds                     |     |         |             — |     |         |   769,712,444 |     |         | — |     |       |   769,712,444 |
| Bank Loans                            |     |         |             — |     |         |   124,313,783 |     |         | — |     |       |   124,313,783 |
| U.S. Government and Agency Securities |     |         |             — |     |         |     1,665,070 |     |         | — |     |       |     1,665,