Welcome to our dedicated page for Calamos L/S Equity & Dynamic Trust SEC filings (Ticker: CPZ), a comprehensive resource for investors and traders seeking official regulatory documents including 10-K annual reports, 10-Q quarterly earnings, 8-K material events, and insider trading forms.
calamos investments is a diversified global investment manager committed to excellence in investment management and client service. calamos was founded in 1977 by john p. calamos, sr. who sought innovative, risk-managed approaches to grow and preserve capital. today the firm is recognized as a pioneer in utilizing convertible securities and alternative investments to manage risk, and has retained its character as a boutique investment firm. headquartered in the chicago metropolitan area, the firm also has offices in london, new york, san francisco, and the miami area. calamos offers strategies through separately managed portfolios, mutual funds, closed-end funds, private funds and ucits funds. clients include major corporations, pension funds, endowments, foundations and individuals, as well as the financial advisors and consultants who serve them. for more information, please visit www.calamos.com.Calamos Long/Short Equity & Dynamic Income Trust (Ticker: CPZ) filed its Form NPORT-P for the period ended 30 April 2025. The closed-end fund reported $585.3 million of total assets and $254.5 million of total liabilities, leaving net assets of $330.8 million. Long-term borrowings account for $120 million (≈36 % of net assets), indicating moderate structural leverage. Liquidity appears strong with $173.8 million in cash and cash equivalents (≈30 % of total assets).
Rate-sensitivity metrics show limited duration risk: a 100 bp parallel shift would reduce portfolio value by $2.0 million at the 5-year maturity and $0.73 million at 10-years (DV100 figures). Credit-spread exposure is higher in non-investment-grade holdings, with a 1 bp widening at 5-years reducing value by $16.4 k.
The fund engages in securities lending across 11 counterparties; the largest single loan balance is $1.41 million with J.P. Morgan Securities, while aggregate loans total roughly $3.9 million. Over the last three months, total returns were -0.06 %, +1.22 %, and -1.14 %, highlighting modest volatility. Equity-derivative activities generated realized losses each month (e.g., -$3.03 million in Month 3) and mixed unrealized marks.
No final filing indications were made, and no preferred stock is outstanding.
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