calamos funds portfolio data as of 3/31/20 (unaudited ...€¦ · 03/31/20 calamos dynamic...

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Date Fund Name Security Name Ticker Investment Type Name Major Industry Name Issue Country Name Local Currency Name Shares/Par Value Local Market Value Base Market ValuePercent of

Investments

Interest

RateMaturity Date

04/30/20 Calamos Dynamic Convertible and Income Fund Tesla, Inc. ZS4501020 Convertible Bonds Consumer Discretionary United States Of America (The) US Dollar 11,000,000 28,366,470 28,366,470 4.00% 2.000% 05/15/24

04/30/20 Calamos Dynamic Convertible and Income Fund Splunk, Inc. AU5706943 Convertible Bonds Information Technology United States Of America (The) US Dollar 13,725,000 15,736,330 15,736,330 2.22% 0.500% 09/15/23

04/30/20 Calamos Dynamic Convertible and Income Fund Microchip Technology, Inc. AM4641297 Convertible Bonds Information Technology United States Of America (The) US Dollar 12,000,000 15,128,220 15,128,220 2.13% 1.625% 02/15/27

04/30/20 Calamos Dynamic Convertible and Income Fund Carnival Corp. Convertible Bonds Consumer Discretionary United States Of America (The) US Dollar 8,800,000 14,905,176 14,905,176 2.10% 5.750% 04/01/23

04/30/20 Calamos Dynamic Convertible and Income Fund Allergan, PLC AGN US Common Stocks Health Care United States Of America (The) US Dollar 78,079 14,627,320 14,627,320 2.06%

04/30/20 Calamos Dynamic Convertible and Income Fund Booking Holdings, Inc. Convertible Bonds Consumer Discretionary United States Of America (The) US Dollar 12,651,000 14,307,522 14,307,522 2.02% 0.750% 05/01/25

04/30/20 Calamos Dynamic Convertible and Income Fund Wells Fargo & Company EP0315812 Convertible Preferred Stocks Financials United States Of America (The) US Dollar 10,190 14,254,180 14,254,180 2.01%

04/30/20 Calamos Dynamic Convertible and Income Fund Broadcom, Inc. EP0578153 Convertible Preferred Stocks Information Technology United States Of America (The) US Dollar 13,625 13,862,620 13,862,620 1.96%

04/30/20 Calamos Dynamic Convertible and Income Fund Insulet Corp. ZR4595172 Convertible Bonds Health Care United States Of America (The) US Dollar 12,250,000 13,752,830 13,752,830 1.94% 0.375% 09/01/26

04/30/20 Calamos Dynamic Convertible and Income Fund Southwest Airlines Company Convertible Bonds Industrials United States Of America (The) US Dollar 11,670,000 12,831,165 12,831,165 1.81% 1.250% 05/01/25

04/30/20 Calamos Dynamic Convertible and Income Fund Inphi Corp. Convertible Bonds Information Technology United States Of America (The) US Dollar 11,500,000 12,165,620 12,165,620 1.72% 0.750% 04/15/25

04/30/20 Calamos Dynamic Convertible and Income Fund Proofpoint, Inc. ZR2363870 Convertible Bonds Information Technology United States Of America (The) US Dollar 11,000,000 11,525,305 11,525,305 1.63% 0.250% 08/15/24

04/30/20 Calamos Dynamic Convertible and Income Fund Coupa Software, Inc. AZ0453797 Convertible Bonds Information Technology United States Of America (The) US Dollar 8,500,000 10,857,900 10,857,900 1.53% 0.125% 06/15/25

04/30/20 Calamos Dynamic Convertible and Income Fund Workday, Inc. AP1140031 Convertible Bonds Information Technology United States Of America (The) US Dollar 8,500,000 10,379,435 10,379,435 1.46% 0.250% 10/01/22

04/30/20 Calamos Dynamic Convertible and Income Fund GCI Liberty, Inc. AT1021415 Convertible Bonds Communication Services United States Of America (The) US Dollar 7,000,000 9,683,870 9,683,870 1.37% 1.750% 09/30/46

04/30/20 Calamos Dynamic Convertible and Income Fund Square, Inc. AS7481938 Convertible Bonds Information Technology United States Of America (The) US Dollar 8,150,000 9,138,473 9,138,473 1.29% 0.500% 05/15/23

04/30/20 Calamos Dynamic Convertible and Income Fund Fidelity Prime Money Market Fund - Institutional Class, 2.510% FIPXX US Short Term Investments Other United States Of America (The) US Dollar 8,944,406 8,952,456 8,952,456 1.26%

04/30/20 Calamos Dynamic Convertible and Income Fund Morgan Stanley Institutional Liquidity Funds - Government Portfolio, 2.330% MVRXX US Short Term Investments Other United States Of America (The) US Dollar 8,946,538 8,946,538 8,946,538 1.26%

04/30/20 Calamos Dynamic Convertible and Income Fund Fortive Corp. EP0556019 Convertible Preferred Stocks Industrials United States Of America (The) US Dollar 9,615 7,978,335 7,978,335 1.13%

04/30/20 Calamos Dynamic Convertible and Income Fund Etsy, Inc. ZR6981883 Convertible Bonds Consumer Discretionary United States Of America (The) US Dollar 7,750,000 7,868,963 7,868,963 1.11% 0.125% 10/01/26

04/30/20 Calamos Dynamic Convertible and Income Fund Palo Alto Networks, Inc. AT5224288 Convertible Bonds Information Technology United States Of America (The) US Dollar 7,500,000 7,683,225 7,683,225 1.08% 0.750% 07/01/23

04/30/20 Calamos Dynamic Convertible and Income Fund BioMarin Pharmaceutical, Inc. EJ8731121 Convertible Bonds Health Care United States Of America (The) US Dollar 7,000,000 7,606,480 7,606,480 1.07% 1.500% 10/15/20

04/30/20 Calamos Dynamic Convertible and Income Fund Advanced Micro Devices, Inc. QZ4955337 Convertible Bonds Information Technology United States Of America (The) US Dollar 1,140,000 7,457,635 7,457,635 1.05% 2.125% 09/01/26

04/30/20 Calamos Dynamic Convertible and Income Fund Akamai Technologies, Inc. ZR1125411 Convertible Bonds Information Technology United States Of America (The) US Dollar 7,000,000 7,358,015 7,358,015 1.04% 0.375% 09/01/27

04/30/20 Calamos Dynamic Convertible and Income Fund Zynga, Inc. AZ0967820 Convertible Bonds Communication Services United States Of America (The) US Dollar 6,600,000 7,350,222 7,350,222 1.04% 0.250% 06/01/24

04/30/20 Calamos Dynamic Convertible and Income Fund Dominion Energy, Inc. EP0573246 Common Stocks Utilities United States Of America (The) US Dollar 74,040 7,272,949 7,272,949 1.03%

04/30/20 Calamos Dynamic Convertible and Income Fund IAC Financeco 3, Inc. ZS8102197 Convertible Bonds Communication Services United States Of America (The) US Dollar 6,650,000 6,950,314 6,950,314 0.98% 2.000% 01/15/30

04/30/20 Calamos Dynamic Convertible and Income Fund Okta, Inc. ZR4552009 Convertible Bonds Information Technology United States Of America (The) US Dollar 6,500,000 6,879,893 6,879,893 0.97% 0.125% 09/01/25

04/30/20 Calamos Dynamic Convertible and Income Fund Wayfair, Inc. ZR1168171 Convertible Bonds Consumer Discretionary United States Of America (The) US Dollar 6,750,000 6,876,698 6,876,698 0.97% 1.000% 08/15/26

04/30/20 Calamos Dynamic Convertible and Income Fund Repligen Corp. AZ6989398 Convertible Bonds Health Care United States Of America (The) US Dollar 5,741,000 6,806,644 6,806,644 0.96% 0.375% 07/15/24

04/30/20 Calamos Dynamic Convertible and Income Fund Lumentum Holdings, Inc. ZQ9901401 Convertible Bonds Information Technology United States Of America (The) US Dollar 6,250,000 6,642,875 6,642,875 0.94% 0.500% 12/15/26

04/30/20 Calamos Dynamic Convertible and Income Fund JPMorgan Chase Bank, N.A. AT6487405 Convertible Bonds Financials United States Of America (The) US Dollar 6,000,000 6,298,830 6,298,830 0.89% 0.010% 12/30/20

04/30/20 Calamos Dynamic Convertible and Income Fund DexCom, Inc. AV9249369 Convertible Bonds Health Care United States Of America (The) US Dollar 3,000,000 6,285,585 6,285,585 0.89% 0.750% 12/01/23

04/30/20 Calamos Dynamic Convertible and Income Fund MongoDB, Inc. ZP4369549 Convertible Bonds Information Technology United States Of America (The) US Dollar 6,000,000 6,282,240 6,282,240 0.89% 0.250% 01/15/26

04/30/20 Calamos Dynamic Convertible and Income Fund Danaher Corp. EP0568121 Convertible Preferred Stocks Health Care United States Of America (The) US Dollar 5,275 6,272,608 6,272,608 0.89%

04/30/20 Calamos Dynamic Convertible and Income Fund DISH Network Corp. QZ1237903 Convertible Bonds Consumer Discretionary United States Of America (The) US Dollar 7,500,000 6,154,988 6,154,988 0.87% 3.375% 08/15/26

04/30/20 Calamos Dynamic Convertible and Income Fund American Electric Power Company, Inc. EP0569228 Convertible Preferred Stocks Utilities United States Of America (The) US Dollar 120,985 6,146,038 6,146,038 0.87%

04/30/20 Calamos Dynamic Convertible and Income Fund Liberty Media Corp. EJ8808853 Convertible Bonds Communication Services United States Of America (The) US Dollar 5,825,000 6,077,805 6,077,805 0.86% 1.375% 10/15/23

04/30/20 Calamos Dynamic Convertible and Income Fund Illumina, Inc. EK3176477 Convertible Bonds Health Care United States Of America (The) US Dollar 4,500,000 6,035,963 6,035,963 0.85% 0.500% 06/15/21

04/30/20 Calamos Dynamic Convertible and Income Fund Everbridge, Inc. ZP0142486 Convertible Bonds Information Technology United States Of America (The) US Dollar 5,072,000 5,995,408 5,995,408 0.85% 0.125% 12/15/24

04/30/20 Calamos Dynamic Convertible and Income Fund NextEra Energy, Inc. EP0576462 Convertible Preferred Stocks Utilities United States Of America (The) US Dollar 123,080 5,900,455 5,900,455 0.83%

04/30/20 Calamos Dynamic Convertible and Income Fund Dick's Sporting Goods, Inc. Convertible Bonds Consumer Discretionary United States Of America (The) US Dollar 5,500,000 5,872,983 5,872,983 0.83% 3.250% 04/15/25

04/30/20 Calamos Dynamic Convertible and Income Fund Burlington Stores, Inc. Convertible Bonds Consumer Discretionary United States Of America (The) US Dollar 5,500,000 5,869,023 5,869,023 0.83% 2.250% 04/15/25

04/30/20 Calamos Dynamic Convertible and Income Fund Exact Sciences Corp. AX5418212 Convertible Bonds Health Care United States Of America (The) US Dollar 6,000,000 5,864,400 5,864,400 0.83% 0.375% 03/15/27

04/30/20 Calamos Dynamic Convertible and Income Fund Slack Technologies, Inc. Convertible Bonds Information Technology United States Of America (The) US Dollar 5,000,000 5,552,825 5,552,825 0.78% 0.500% 04/15/25

04/30/20 Calamos Dynamic Convertible and Income Fund Bank of America Corp. EP0311159 Convertible Preferred Stocks Financials United States Of America (The) US Dollar 4,000 5,529,600 5,529,600 0.78%

04/30/20 Calamos Dynamic Convertible and Income Fund Liberty Media Corp. ZQ7620524 Convertible Bonds Communication Services United States Of America (The) US Dollar 5,776,000 5,393,975 5,393,975 0.76% 2.750% 12/01/49

04/30/20 Calamos Dynamic Convertible and Income Fund Liberty Media Corp. / Liberty Formula One AM2386580 Convertible Bonds Communication Services United States Of America (The) US Dollar 5,000,000 5,269,425 5,269,425 0.74% 1.000% 01/30/23

04/30/20 Calamos Dynamic Convertible and Income Fund RH ZR6130200 Convertible Bonds Consumer Discretionary United States Of America (The) US Dollar 5,750,000 5,255,931 5,255,931 0.74% 0.010% 09/15/24

04/30/20 Calamos Dynamic Convertible and Income Fund Stanley Black & Decker, Inc. EP0580977 Convertible Preferred Stocks Industrials United States Of America (The) US Dollar 65,335 5,194,786 5,194,786 0.73%

04/30/20 Calamos Dynamic Convertible and Income Fund Snap, Inc. AZ9915408 Convertible Bonds Communication Services United States Of America (The) US Dollar 5,000,000 5,181,950 5,181,950 0.73% 0.750% 08/01/26

04/30/20 Calamos Dynamic Convertible and Income Fund Zendesk, Inc. AR7746324 Convertible Bonds Information Technology United States Of America (The) US Dollar 3,750,000 5,097,881 5,097,881 0.72% 0.250% 03/15/23

04/30/20 Calamos Dynamic Convertible and Income Fund DocuSign, Inc. AU4956945 Convertible Bonds Information Technology United States Of America (The) US Dollar 3,250,000 5,088,346 5,088,346 0.72% 0.500% 09/15/23

04/30/20 Calamos Dynamic Convertible and Income Fund Twilio, Inc. AS6701153 Convertible Bonds Information Technology United States Of America (The) US Dollar 2,750,000 4,550,728 4,550,728 0.64% 0.250% 06/01/23

04/30/20 Calamos Dynamic Convertible and Income Fund AMG Capital Trust II EP0306928 Convertible Preferred Stocks Financials United States Of America (The) US Dollar 104,000 4,228,640 4,228,640 0.60%

04/30/20 Calamos Dynamic Convertible and Income Fund Sea, Ltd. ZQ6206051 Convertible Bonds Communication Services Singapore US Dollar 3,250,000 4,183,108 4,183,108 0.59% 1.000% 12/01/24

04/30/20 Calamos Dynamic Convertible and Income Fund Invitae Corp. ZR4754431 Convertible Bonds Health Care United States Of America (The) US Dollar 4,500,000 4,068,023 4,068,023 0.57% 2.000% 09/01/24

04/30/20 Calamos Dynamic Convertible and Income Fund II-VI, Inc. AO8638998 Convertible Bonds Information Technology United States Of America (The) US Dollar 4,000,000 3,951,260 3,951,260 0.56% 0.250% 09/01/22

04/30/20 Calamos Dynamic Convertible and Income Fund Bandwidth, Inc. Convertible Bonds Communication Services United States Of America (The) US Dollar 3,500,000 3,787,210 3,787,210 0.53% 0.250% 03/01/26

04/30/20 Calamos Dynamic Convertible and Income Fund Tabula Rasa HealthCare, Inc. AX1470803 Convertible Bonds Health Care United States Of America (The) US Dollar 3,400,000 3,773,609 3,773,609 0.53% 1.750% 02/15/26

04/30/20 Calamos Dynamic Convertible and Income Fund IH Merger Sub, LLC AM0258518 Convertible Bonds Real Estate United States Of America (The) US Dollar 3,250,000 3,763,045 3,763,045 0.53% 3.500% 01/15/22

04/30/20 Calamos Dynamic Convertible and Income Fund MGIC Investment Corp. EH2820239 Convertible Bonds Financials United States Of America (The) US Dollar 2,900,000 3,754,819 3,754,819 0.53% 9.000% 04/01/63

04/30/20 Calamos Dynamic Convertible and Income Fund Sempra Energy EP0556605 Convertible Preferred Stocks Utilities United States Of America (The) US Dollar 34,400 3,485,064 3,485,064 0.49% 6.750% 07/15/21

04/30/20 Calamos Dynamic Convertible and Income Fund Alteryx, Inc. BA0081410 Convertible Bonds Information Technology United States Of America (The) US Dollar 3,611,000 3,451,123 3,451,123 0.49% 0.500% 08/01/24

04/30/20 Calamos Dynamic Convertible and Income Fund Neurocrine Biosciences, Inc. AN3650552 Convertible Bonds Health Care United States Of America (The) US Dollar 2,395,000 3,370,939 3,370,939 0.48% 2.250% 05/15/24

04/30/20 Calamos Dynamic Convertible and Income Fund RingCentral, Inc. Convertible Bonds Information Technology United States Of America (The) US Dollar 3,425,000 3,308,225 3,308,225 0.47% 0.010% 03/01/25

04/30/20 Calamos Dynamic Convertible and Income Fund CenterPoint Energy, Inc. (Warner Media, LLC, Charter Communications Time, Inc.) EC1816429 Convertible Preferred Stocks Utilities United States Of America (The) US Dollar 61,000 3,266,581 3,266,581 0.46%

04/30/20 Calamos Dynamic Convertible and Income Fund NanoString Technologies, Inc. Convertible Bonds Health Care United States Of America (The) US Dollar 3,360,000 3,264,492 3,264,492 0.46% 2.625% 03/01/25

04/30/20 Calamos Dynamic Convertible and Income Fund NuVasive, Inc. Convertible Bonds Health Care United States Of America (The) US Dollar 3,500,000 3,237,203 3,237,203 0.46% 0.375% 03/15/25

04/30/20 Calamos Dynamic Convertible and Income Fund Sempra Energy EP0545939 Convertible Preferred Stocks Utilities United States Of America (The) US Dollar 31,500 3,222,765 3,222,765 0.45%

04/30/20 Calamos Dynamic Convertible and Income Fund Air Transport Services Group, Inc. Convertible Bonds Industrials United States Of America (The) US Dollar 3,500,000 3,137,978 3,137,978 0.44% 1.125% 10/15/24

04/30/20 Calamos Dynamic Convertible and Income Fund Silicon Laboratories, Inc. AM6906516 Convertible Bonds Information Technology United States Of America (The) US Dollar 2,600,000 3,131,557 3,131,557 0.44% 1.375% 03/01/22

04/30/20 Calamos Dynamic Convertible and Income Fund Winnebago Industries, Inc. ZQ3465650 Convertible Bonds Consumer Discretionary United States Of America (The) US Dollar 3,250,000 3,124,144 3,124,144 0.44% 1.500% 04/01/25

04/30/20 Calamos Dynamic Convertible and Income Fund Alteryx, Inc. BA0081402 Convertible Bonds Information Technology United States Of America (The) US Dollar 3,250,000 3,095,073 3,095,073 0.44% 1.000% 08/01/26

04/30/20 Calamos Dynamic Convertible and Income Fund Assurant, Inc. EP0549485 Convertible Preferred Stocks Financials United States Of America (The) US Dollar 28,700 3,073,770 3,073,770 0.43%

04/30/20 Calamos Dynamic Convertible and Income Fund Integra LifeSciences Holdings Corp. Convertible Bonds Energy United States Of America (The) US Dollar 3,250,000 3,062,215 3,062,215 0.43% 0.500% 08/15/25

04/30/20 Calamos Dynamic Convertible and Income Fund NextEra Energy, Inc. Convertible Preferred Stocks Utilities United States Of America (The) US Dollar 68,765 2,969,960 2,969,960 0.42%

04/30/20 Calamos Dynamic Convertible and Income Fund Wix.com, Ltd. AT2372262 Convertible Bonds Information Technology Israel US Dollar 2,500,000 2,876,700 2,876,700 0.41% 07/01/23

04/30/20 Calamos Dynamic Convertible and Income Fund Ionis Pharmaceuticals, Inc. ZP0295219 Convertible Bonds Health Care United States Of America (The) US Dollar 2,924,000 2,813,327 2,813,327 0.40% 0.125% 12/15/24

04/30/20 Calamos Dynamic Convertible and Income Fund 8x8, Inc. Convertible Bonds Information Technology United States Of America (The) US Dollar 3,000,000 2,803,170 2,803,170 0.40% 0.500% 02/01/24

04/30/20 Calamos Dynamic Convertible and Income Fund Envestnet, Inc. Convertible Bonds Information Technology United States Of America (The) US Dollar 2,500,000 2,774,850 2,774,850 0.39% 1.750% 06/01/23

04/30/20 Calamos Dynamic Convertible and Income Fund Atlas Air Worldwide Holdings, Inc. AN6440878 Convertible Bonds Industrials United States Of America (The) US Dollar 3,300,000 2,727,896 2,727,896 0.38% 1.875% 06/01/24

04/30/20 Calamos Dynamic Convertible and Income Fund Viavi Solutions, Inc. AS7764994 Convertible Bonds Information Technology United States Of America (The) US Dollar 2,500,000 2,704,675 2,704,675 0.38% 1.750% 06/01/23

04/30/20 Calamos Dynamic Convertible and Income Fund Energizer Holdings, Inc. EP0566406 Convertible Preferred Stocks Consumer Staples United States Of America (The) US Dollar 31,645 2,697,736 2,697,736 0.38%

04/30/20 Calamos Dynamic Convertible and Income Fund CONMED Corp. Convertible Bonds Health Care United States Of America (The) US Dollar 2,500,000 2,684,488 2,684,488 0.38% 2.625% 02/01/24

04/30/20 Calamos Dynamic Convertible and Income Fund Sarepta Therapeutics, Inc. AP9329156 Convertible Bonds Health Care United States Of America (The) US Dollar 1,500,000 2,646,720 2,646,720 0.37% 1.500% 11/15/24

04/30/20 Calamos Dynamic Convertible and Income Fund NIO, Inc. Convertible Bonds Consumer Discretionary China US Dollar 5,000,000 2,632,150 2,632,150 0.37% 4.500% 02/01/24

04/30/20 Calamos Dynamic Convertible and Income Fund Natera, Inc. Convertible Bonds Health Care United States Of America (The) US Dollar 2,202,000 2,601,927 2,601,927 0.37% 2.250% 05/01/27

04/30/20 Calamos Dynamic Convertible and Income Fund DTE Energy Company EP0580209 Convertible Preferred Stocks Utilities United States Of America (The) US Dollar 60,680 2,536,424 2,536,424 0.36%

04/30/20 Calamos Dynamic Convertible and Income Fund FTI Consulting, Inc. AU0714553 Convertible Bonds Industrials United States Of America (The) US Dollar 1,750,000 2,433,174 2,433,174 0.34% 2.000% 08/15/23

04/30/20 Calamos Dynamic Convertible and Income Fund Chart Industries, Inc. AP8047049 Convertible Bonds Industrials United States Of America (The) US Dollar 2,500,000 2,266,538 2,266,538 0.32% 1.000% 11/15/24

04/30/20 Calamos Dynamic Convertible and Income Fund Nevro Corp. Convertible Bonds Health Care United States Of America (The) US Dollar 1,651,000 2,222,419 2,222,419 0.31% 2.750% 04/01/25

04/30/20 Calamos Dynamic Convertible and Income Fund Chegg, Inc. Convertible Bonds Consumer Discretionary United States Of America (The) US Dollar 2,094,000 2,211,924 2,211,924 0.31% 0.125% 03/15/25

04/30/20 Calamos Dynamic Convertible and Income Fund Helix Energy Solutions Group, Inc. AR7554751 Convertible Bonds Energy United States Of America (The) US Dollar 2,634,000 1,968,573 1,968,573 0.28% 4.125% 09/15/23

04/30/20 Calamos Dynamic Convertible and Income Fund Q2 Holdings, Inc. AZ0169955 Convertible Bonds Information Technology United States Of America (The) US Dollar 1,750,000 1,876,403 1,876,403 0.26% 0.750% 06/01/26

04/30/20 Calamos Dynamic Convertible and Income Fund Oil States International, Inc. AQ9225139 Convertible Bonds Energy United States Of America (The) US Dollar 4,631,000 1,811,902 1,811,902 0.26% 1.500% 02/15/23

04/30/20 Calamos Dynamic Convertible and Income Fund Flexion Therapeutics, Inc. AN3906061 Convertible Bonds Health Care United States Of America (The) US Dollar 2,400,000 1,787,184 1,787,184 0.25% 3.375% 05/01/24

04/30/20 Calamos Dynamic Convertible and Income Fund Embarq Corp. EF4202562 Corporate Bonds Communication Services United States Of America (The) US Dollar 1,602,000 1,676,405 1,676,405 0.24% 7.995% 06/01/36

04/30/20 Calamos Dynamic Convertible and Income Fund Liberty Media Corp. QZ2256183 Convertible Bonds Communication Services United States Of America (The) US Dollar 3,400,000 1,651,941 1,651,941 0.23% 2.250% 09/30/46

04/30/20 Calamos Dynamic Convertible and Income Fund Snap, Inc. Convertible Bonds Communication Services United States Of America (The) US Dollar 1,454,000 1,530,829 1,530,829 0.22% 0.250% 05/01/25

04/30/20 Calamos Dynamic Convertible and Income Fund HCA, Inc. EK6967518 Corporate Bonds Health Care United States Of America (The) US Dollar 1,335,000 1,437,969 1,437,969 0.20% 5.375% 02/01/25

04/30/20 Calamos Dynamic Convertible and Income Fund Insmed, Inc. AQ8935514 Convertible Bonds Health Care United States Of America (The) US Dollar 1,500,000 1,420,155 1,420,155 0.20% 1.750% 01/15/25

Calamos Funds Portfolio Data as of 4/30/20 (unaudited)This presentation is for informational purposes only and should not be substituted for fiscal quarter-end portfolio holdings filed with the SEC.

These holdings include securities and cash equivalents.

The portfolio data is “as of” the date indicated and may not represent current or future portfolio composition. Portfolio holdings are subject to change daily without notice. Includes cash and cash equivalents and excludes forwards, futures, and swaps. Unlike the fund’s regulatory filings, the portfolio data and its presentation in this document are not required to conform to Generally Accepted Accounting Principles (GAAP) and Securities and Exchange Commission (SEC) requirements and are

unaudited. Therefore, this information may differ from that information contained in the annual and semi-annual reports to shareholders filed with the SEC on Form N-CSR or Form N-Q. This information does not constitute a recommendation or offer for a particular security, nor should it be taken as a solicitation or recommendation to buy or sell securities or other investments.



Investments

Interest

RateMaturity Date





04/30/20 Calamos Dynamic Convertible and Income Fund Servicenow, Inc. NOW 200821C00340000Purchased Options Information Technology United States Of America (The) US Dollar 32,000 1,352,000 1,352,000 0.19% 08/21/20

04/30/20 Calamos Dynamic Convertible and Income Fund HUB International, Ltd. AS2700811 Corporate Bonds Financials United States Of America (The) US Dollar 1,190,000 1,186,954 1,186,954 0.17% 7.000% 05/01/26

04/30/20 Calamos Dynamic Convertible and Income Fund Southwestern Energy Company SWN US Common Stocks Energy United States Of America (The) US Dollar 328,423 1,060,806 1,060,806 0.15%

04/30/20 Calamos Dynamic Convertible and Income Fund Jefferies Finance, LLC AO3684948 Corporate Bonds Financials United States Of America (The) US Dollar 1,150,000 1,034,856 1,034,856 0.15% 7.250% 08/15/24

04/30/20 Calamos Dynamic Convertible and Income Fund CSC Holdings, LLC QZ5134049 Corporate Bonds Communication Services United States Of America (The) US Dollar 980,000 1,021,523 1,021,523 0.14% 5.500% 04/15/27

04/30/20 Calamos Dynamic Convertible and Income Fund SPDR Bloomberg Barclays High Yield Bond ETF JNK US Exchange-Traded Funds Other United States Of America (The) US Dollar 9,766 967,127 967,127 0.14%

04/30/20 Calamos Dynamic Convertible and Income Fund PetSmart, Inc. Bank Loans Consumer Discretionary United States Of America (The) US Dollar 926,039 901,346 901,346 0.13% 03/11/22

04/30/20 Calamos Dynamic Convertible and Income Fund Rite Aid Corp. EK8162126 Corporate Bonds Consumer Discretionary United States Of America (The) US Dollar 984,000 901,300 901,300 0.13% 6.125% 04/01/23

04/30/20 Calamos Dynamic Convertible and Income Fund Sprint Corp. EK5536785 Corporate Bonds Communication Services United States Of America (The) US Dollar 780,000 876,626 876,626 0.12% 7.125% 06/15/24

04/30/20 Calamos Dynamic Convertible and Income Fund Bausch Health Americas, Inc. Corporate Bonds Health Care United States Of America (The) US Dollar 770,000 849,406 849,406 0.12% 8.500% 01/31/27

04/30/20 Calamos Dynamic Convertible and Income Fund Teva Pharmaceutical Finance Netherlands III, BV LW9258275 Corporate Bonds Health Care Netherlands (The) US Dollar 910,000 838,042 838,042 0.12% 2.800% 07/21/23

04/30/20 Calamos Dynamic Convertible and Income Fund JBS USA LUX, SA / JBS USA Finance, Inc. EK3041374 Corporate Bonds Consumer Staples United States Of America (The) US Dollar 805,000 823,543 823,543 0.12% 5.875% 07/15/24

04/30/20 Calamos Dynamic Convertible and Income Fund CHS/Community Health Systems, Inc. AT2002406 Corporate Bonds Health Care United States Of America (The) US Dollar 1,210,000 811,075 811,075 0.11% 8.125% 06/30/24

04/30/20 Calamos Dynamic Convertible and Income Fund Acrisure, LLC / Acrisure Finance, Inc. AP7885183 Corporate Bonds Financials United States Of America (The) US Dollar 886,000 796,474 796,474 0.11% 7.000% 11/15/25

04/30/20 Calamos Dynamic Convertible and Income Fund Amazon.com, Inc. Purchased Options Consumer Discretionary United States Of America (The) US Dollar 3,300 795,300 795,300 0.11% 06/19/20

04/30/20 Calamos Dynamic Convertible and Income Fund Guess, Inc. Convertible Bonds Consumer Discretionary United States Of America (The) US Dollar 1,265,000 792,314 792,314 0.11% 2.000% 04/15/24

04/30/20 Calamos Dynamic Convertible and Income Fund DaVita, Inc. EK3095602 Corporate Bonds Health Care United States Of America (The) US Dollar 770,000 782,597 782,597 0.11% 5.125% 07/15/24

04/30/20 Calamos Dynamic Convertible and Income Fund CCO Holdings, LLC / CCO Holdings Capital Corp. AM1957944 Corporate Bonds Consumer Discretionary United States Of America (The) US Dollar 725,000 757,625 757,625 0.11% 5.125% 05/01/27

04/30/20 Calamos Dynamic Convertible and Income Fund Sprint Corp. EK5536603 Corporate Bonds Communication Services United States Of America (The) US Dollar 670,000 754,393 754,393 0.11% 7.875% 09/15/23

04/30/20 Calamos Dynamic Convertible and Income Fund Nabors Industries, Inc. AM1046607 Convertible Bonds Energy United States Of America (The) US Dollar 6,750,000 741,285 741,285 0.10% 0.750% 01/15/24

04/30/20 Calamos Dynamic Convertible and Income Fund United States Cellular Corp. ED2495809 Corporate Bonds Communication Services United States Of America (The) US Dollar 645,000 681,517 681,517 0.10% 6.700% 12/15/33

04/30/20 Calamos Dynamic Convertible and Income Fund ARD Finance, SA ZQ4567793 Corporate Bonds Industrials Luxembourg US Dollar 700,000 656,191 656,191 0.09% 6.500% 06/30/27

04/30/20 Calamos Dynamic Convertible and Income Fund Ardonagh Midco 3, PLC AN7555351 Corporate Bonds Financials United Kingdom US Dollar 710,000 655,859 655,859 0.09% 8.625% 07/15/23

04/30/20 Calamos Dynamic Convertible and Income Fund MetLife, Inc. EG0518480 Corporate Bonds Financials United States Of America (The) US Dollar 585,000 649,444 649,444 0.09% 6.400% 12/15/66

04/30/20 Calamos Dynamic Convertible and Income Fund Intelsat Jackson Holdings, SA BL2590364 Bank Loans Communication Services Luxembourg US Dollar 645,600 646,507 646,507 0.09% 01/02/24

04/30/20 Calamos Dynamic Convertible and Income Fund Energy Transfer Operating, LP AX8689231 Corporate Bonds Energy United States Of America (The) US Dollar 635,000 641,318 641,318 0.09% 5.500% 06/01/27

04/30/20 Calamos Dynamic Convertible and Income Fund LPL Holdings, Inc. AM7506182 Corporate Bonds Financials United States Of America (The) US Dollar 640,000 634,979 634,979 0.09% 5.750% 09/15/25

04/30/20 Calamos Dynamic Convertible and Income Fund West Street Merger Sub, Inc. AO7016147 Corporate Bonds Health Care United States Of America (The) US Dollar 665,000 626,683 626,683 0.09% 6.375% 09/01/25

04/30/20 Calamos Dynamic Convertible and Income Fund CSC Holdings, LLC AZ4346526 Corporate Bonds Communication Services United States Of America (The) US Dollar 600,000 625,116 625,116 0.09% 5.750% 01/15/30

04/30/20 Calamos Dynamic Convertible and Income Fund Amneal Pharmaceuticals, LLC BL2649400 Bank Loans Health Care United States Of America (The) US Dollar 687,588 620,621 620,621 0.09% 05/04/25

04/30/20 Calamos Dynamic Convertible and Income Fund Tenet Healthcare Corp. AW8560384 Corporate Bonds Health Care United States Of America (The) US Dollar 625,000 616,828 616,828 0.09% 6.250% 02/01/27

04/30/20 Calamos Dynamic Convertible and Income Fund Iron Mountain, Inc. AQ3891290 Corporate Bonds Financials United States Of America (The) US Dollar 625,000 613,197 613,197 0.09% 5.250% 03/15/28

04/30/20 Calamos Dynamic Convertible and Income Fund Acadia Healthcare Company, Inc. LW3309777 Corporate Bonds Health Care United States Of America (The) US Dollar 634,000 607,578 607,578 0.09% 6.500% 03/01/24

04/30/20 Calamos Dynamic Convertible and Income Fund DISH Network Corp. AM8409501 Convertible Bonds Consumer Discretionary United States Of America (The) US Dollar 720,000 607,471 607,471 0.09% 2.375% 03/15/24

04/30/20 Calamos Dynamic Convertible and Income Fund Eldorado Resorts, Inc. AO1303863 Corporate Bonds Consumer Discretionary United States Of America (The) US Dollar 630,000 607,241 607,241 0.09% 6.000% 04/01/25

04/30/20 Calamos Dynamic Convertible and Income Fund AssuredPartners, Inc. AO5489767 Corporate Bonds Financials United States Of America (The) US Dollar 635,000 592,953 592,953 0.08% 7.000% 08/15/25

04/30/20 Calamos Dynamic Convertible and Income Fund MPT Operating Partnership, LP / MPT Finance Corp. AP0639835 Corporate Bonds Real Estate United States Of America (The) US Dollar 570,000 582,289 582,289 0.08% 5.000% 10/15/27

04/30/20 Calamos Dynamic Convertible and Income Fund Alliant Holdings Intermediate, LLC / Alliant Holdings Co-Issuer ZR8956396 Corporate Bonds Financials United States Of America (The) US Dollar 580,000 579,327 579,327 0.08% 6.750% 10/15/27

04/30/20 Calamos Dynamic Convertible and Income Fund Tesla, Inc. Purchased Options Consumer Discretionary United States Of America (The) US Dollar 14,500 576,738 576,738 0.08% 06/19/20

04/30/20 Calamos Dynamic Convertible and Income Fund Amwins Group, Inc. AT2811814 Corporate Bonds Financials United States Of America (The) US Dollar 555,000 573,909 573,909 0.08% 7.750% 07/01/26

04/30/20 Calamos Dynamic Convertible and Income Fund Weight Watchers International, Inc. BL2563049 Bank Loans Consumer Discretionary United States Of America (The) US Dollar 575,795 563,560 563,560 0.08% 11/29/24

04/30/20 Calamos Dynamic Convertible and Income Fund Ally Financial, Inc. EH6727612 Corporate Bonds Financials United States Of America (The) US Dollar 445,000 544,985 544,985 0.08% 8.000% 11/01/31

04/30/20 Calamos Dynamic Convertible and Income Fund Dana Financing Luxembourg Sarl LW2239165 Corporate Bonds Consumer Discretionary Luxembourg US Dollar 575,000 536,268 536,268 0.08% 6.500% 06/01/26

04/30/20 Calamos Dynamic Convertible and Income Fund Meritor, Inc. EK0680794 Corporate Bonds Industrials United States Of America (The) US Dollar 540,000 531,565 531,565 0.08% 6.250% 02/15/24

04/30/20 Calamos Dynamic Convertible and Income Fund Brookfield Property REIT, Inc. / BPR Cumulus, LLC / BPR Nimbus, LLC / GGSI Sellco, LLC Corporate Bonds Financials United States Of America (The) US Dollar 655,000 529,161 529,161 0.07% 5.750% 05/15/26

04/30/20 Calamos Dynamic Convertible and Income Fund Transocean, Inc. AR0043687 Convertible Bonds Energy United States Of America (The) US Dollar 2,625,000 519,619 519,619 0.07% 0.500% 01/30/23

04/30/20 Calamos Dynamic Convertible and Income Fund Teva Pharmaceutical Finance Netherlands III, BV AS3230792 Corporate Bonds Health Care Netherlands (The) US Dollar 520,000 518,682 518,682 0.07% 6.000% 04/15/24

04/30/20 Calamos Dynamic Convertible and Income Fund Navient Corp. ZP6676354 Corporate Bonds Financials United States Of America (The) US Dollar 613,000 518,138 518,138 0.07% 5.000% 03/15/27

04/30/20 Calamos Dynamic Convertible and Income Fund JBS USA LUX, SA / JBS USA Finance, Inc. AR0605741 Corporate Bonds Consumer Staples United States Of America (The) US Dollar 480,000 515,071 515,071 0.07% 6.750% 02/15/28

04/30/20 Calamos Dynamic Convertible and Income Fund goeasy, Ltd. ZQ5843037 Corporate Bonds Consumer Discretionary Canada US Dollar 550,000 492,839 492,839 0.07% 5.375% 12/01/24

04/30/20 Calamos Dynamic Convertible and Income Fund Cincinnati Bell, Inc. AP2664542 Corporate Bonds Communication Services United States Of America (The) US Dollar 485,000 491,703 491,703 0.07% 8.000% 10/15/25

04/30/20 Calamos Dynamic Convertible and Income Fund H&E Equipment Services, Inc. AR3839594 Corporate Bonds Industrials United States Of America (The) US Dollar 505,000 481,679 481,679 0.07% 5.625% 09/01/25

04/30/20 Calamos Dynamic Convertible and Income Fund Altice France, SA JK7094689 Corporate Bonds Communication Services France US Dollar 455,000 476,426 476,426 0.07% 7.375% 05/01/26

04/30/20 Calamos Dynamic Convertible and Income Fund Berry Global, Inc. BL3234533 Bank Loans Industrials United States Of America (The) US Dollar 496,250 475,661 475,661 0.07% 07/01/26

04/30/20 Calamos Dynamic Convertible and Income Fund Team Health Holdings, Inc. BL2287177 Bank Loans Health Care United States Of America (The) US Dollar 636,539 472,764 472,764 0.07% 02/06/24

04/30/20 Calamos Dynamic Convertible and Income Fund Fly Leasing, Ltd. AP2884124 Corporate Bonds Industrials Ireland US Dollar 570,000 467,349 467,349 0.07% 5.250% 10/15/24

04/30/20 Calamos Dynamic Convertible and Income Fund Covanta Holding Corp. EK0874942 Corporate Bonds Industrials United States Of America (The) US Dollar 470,000 466,172 466,172 0.07% 5.875% 03/01/24

04/30/20 Calamos Dynamic Convertible and Income Fund NuStar Energy, LP EP0519363 Convertible Preferred Stocks Energy United States Of America (The) US Dollar 26,860 464,678 464,678 0.07%

04/30/20 Calamos Dynamic Convertible and Income Fund PBF Holding Company, LLC / PBF Finance Corp. AP6543254 Corporate Bonds Materials United States Of America (The) US Dollar 580,000 445,834 445,834 0.06% 7.250% 06/15/25

04/30/20 Calamos Dynamic Convertible and Income Fund Endo International PLC Bank Loans Health Care Luxembourg US Dollar 483,756 443,697 443,697 0.06% 04/29/24

04/30/20 Calamos Dynamic Convertible and Income Fund Springleaf Finance Corp. AR6759245 Corporate Bonds Financials United States Of America (The) US Dollar 465,000 440,160 440,160 0.06% 6.875% 03/15/25

04/30/20 Calamos Dynamic Convertible and Income Fund Gentiva Health Services, Inc. BL3285212 Bank Loans Health Care United States Of America (The) US Dollar 457,644 433,618 433,618 0.06% 07/02/25

04/30/20 Calamos Dynamic Convertible and Income Fund Teva Pharmaceutical Finance Company, BV EJ4831362 Corporate Bonds Health Care Curacao US Dollar 440,000 419,010 419,010 0.06% 2.950% 12/18/22

04/30/20 Calamos Dynamic Convertible and Income Fund NRG Energy, Inc. AU8019245 Corporate Bonds Utilities United States Of America (The) US Dollar 386,000 417,374 417,374 0.06% 5.750% 01/15/28

04/30/20 Calamos Dynamic Convertible and Income Fund CSC Holdings, LLC Corporate Bonds Communication Services United States Of America (The) US Dollar 400,000 416,300 416,300 0.06% 5.500% 05/15/26

04/30/20 Calamos Dynamic Convertible and Income Fund Sprint Corp. AR4135612 Corporate Bonds Communication Services United States Of America (The) US Dollar 350,000 414,719 414,719 0.06% 7.625% 03/01/26

04/30/20 Calamos Dynamic Convertible and Income Fund Meritage Homes Corp. AF2034458 Corporate Bonds Consumer Discretionary United States Of America (The) US Dollar 400,000 412,080 412,080 0.06% 6.000% 06/01/25

04/30/20 Calamos Dynamic Convertible and Income Fund Scripps Escrow, Inc. Corporate Bonds Communication Services United States Of America (The) US Dollar 482,000 411,442 411,442 0.06% 5.875% 07/15/27

04/30/20 Calamos Dynamic Convertible and Income Fund Staples, Inc. BL2959403 Bank Loans Consumer Discretionary United States Of America (The) US Dollar 507,444 408,068 408,068 0.06% 04/16/26

04/30/20 Calamos Dynamic Convertible and Income Fund Pilgrim's Pride Corp. AP3027780 Corporate Bonds Consumer Staples United States Of America (The) US Dollar 400,000 407,952 407,952 0.06% 5.875% 09/30/27

04/30/20 Calamos Dynamic Convertible and Income Fund Greystar Real Estate Partners, LLC AP8901831 Corporate Bonds Financials United States Of America (The) US Dollar 439,000 403,301 403,301 0.06% 5.750% 12/01/25

04/30/20 Calamos Dynamic Convertible and Income Fund Ardagh Packaging Finance, PLC / Ardagh Holdings USA, Inc. AM2251891 Corporate Bonds Materials Ireland US Dollar 400,000 401,408 401,408 0.06% 6.000% 02/15/25

04/30/20 Calamos Dynamic Convertible and Income Fund Allison Transmission, Inc. AP2579658 Corporate Bonds Industrials United States Of America (The) US Dollar 425,000 398,452 398,452 0.06% 4.750% 10/01/27

04/30/20 Calamos Dynamic Convertible and Income Fund ACCO Brands Corp. AL6700754 Corporate Bonds Industrials United States Of America (The) US Dollar 400,000 397,748 397,748 0.06% 5.250% 12/15/24

04/30/20 Calamos Dynamic Convertible and Income Fund Ortho Clinical Diagnostics, SA BL2704460 Bank Loans Health Care Luxembourg US Dollar 434,915 389,249 389,249 0.05% 06/30/25

04/30/20 Calamos Dynamic Convertible and Income Fund IQVIA, Inc. ZS5215000 Corporate Bonds Information Technology United States Of America (The) US Dollar 375,000 386,886 386,886 0.05% 5.000% 05/15/27

04/30/20 Calamos Dynamic Convertible and Income Fund Tenet Healthcare Corp. AN8615436 Corporate Bonds Health Care United States Of America (The) US Dollar 390,000 385,954 385,954 0.05% 4.625% 07/15/24

04/30/20 Calamos Dynamic Convertible and Income Fund Park-Ohio Industries, Inc. AO3539688 Corporate Bonds Industrials United States Of America (The) US Dollar 495,000 381,883 381,883 0.05% 6.625% 04/15/27

04/30/20 Calamos Dynamic Convertible and Income Fund NuStar Logistics, LP Corporate Bonds Energy United States Of America (The) US Dollar 412,000 381,145 381,145 0.05% 4.750% 02/01/22

04/30/20 Calamos Dynamic Convertible and Income Fund Simmons First National Corp. AR8685620 Corporate Bonds Financials United States Of America (The) US Dollar 375,000 379,933 379,933 0.05% 5.000% 04/01/28

04/30/20 Calamos Dynamic Convertible and Income Fund Vector Group, Ltd. AM2314848 Corporate Bonds Consumer Staples United States Of America (The) US Dollar 390,000 378,788 378,788 0.05% 6.125% 02/01/25

04/30/20 Calamos Dynamic Convertible and Income Fund Scientific Games International, Inc. BL2629576 Bank Loans Industrials United States Of America (The) US Dollar 448,855 373,611 373,611 0.05% 08/14/24

04/30/20 Calamos Dynamic Convertible and Income Fund TerraForm Power Operating, LLC AQ2183608 Corporate Bonds Utilities United States Of America (The) US Dollar 350,000 368,076 368,076 0.05% 5.000% 01/31/28

04/30/20 Calamos Dynamic Convertible and Income Fund Sirius XM Radio, Inc. Corporate Bonds Consumer Discretionary United States Of America (The) US Dollar 345,000 364,700 364,700 0.05% 5.500% 07/01/29

04/30/20 Calamos Dynamic Convertible and Income Fund XPO Logistics, Inc. Corporate Bonds Industrials United States Of America (The) US Dollar 350,000 361,246 361,246 0.05% 6.750% 08/15/24

04/30/20 Calamos Dynamic Convertible and Income Fund PPL Capital Funding, Inc. EG2813475 Corporate Bonds Utilities United States Of America (The) US Dollar 476,000 361,229 361,229 0.05% 4.040% 03/30/67

04/30/20 Calamos Dynamic Convertible and Income Fund Albertsons Companies, LLC / Safeway, Inc. / New Albertsons, LP / Albertson's, LLC Corporate Bonds Consumer Staples United States Of America (The) US Dollar 350,000 359,623 359,623 0.05% 5.750% 03/15/25

04/30/20 Calamos Dynamic Convertible and Income Fund Great Lakes Dredge & Dock Corp. AP1181571 Corporate Bonds Industrials United States Of America (The) US Dollar 350,000 357,735 357,735 0.05% 8.000% 05/15/22

04/30/20 Calamos Dynamic Convertible and Income Fund Guitar Center Escrow Issuer, Inc. Corporate Bonds Consumer Discretionary United States Of America (The) US Dollar 510,000 357,533 357,533 0.05% 9.500% 10/15/21

04/30/20 Calamos Dynamic Convertible and Income Fund CCO Holdings, LLC / CCO Holdings Capital Corp. QJ6670179 Corporate Bonds Consumer Discretionary United States Of America (The) US Dollar 340,000 355,042 355,042 0.05% 5.750% 02/15/26

04/30/20 Calamos Dynamic Convertible and Income Fund Frontier Communications Corp. BL2435180 Corporate Bonds Communication Services United States Of America (The) US Dollar 362,207 354,090 354,090 0.05% 06/15/24

04/30/20 Calamos Dynamic Convertible and Income Fund DISH DBS Corp. QZ4299744 Corporate Bonds Consumer Discretionary United States Of America (The) US Dollar 358,000 353,208 353,208 0.05% 7.750% 07/01/26

04/30/20 Calamos Dynamic Convertible and Income Fund Energy Transfer Operating, LP EJ9277207 Corporate Bonds Energy United States Of America (The) US Dollar 625,000 352,919 352,919 0.05% 4.781% 11/01/66

04/30/20 Calamos Dynamic Convertible and Income Fund Sirius XM Radio, Inc. Corporate Bonds Consumer Discretionary United States Of America (The) US Dollar 345,000 352,664 352,664 0.05% 4.625% 07/15/24

04/30/20 Calamos Dynamic Convertible and Income Fund Enterprise Products Partners, LP EPD US Common Stocks Energy United States Of America (The) US Dollar 19,925 349,883 349,883 0.05%

04/30/20 Calamos Dynamic Convertible and Income Fund TransDigm, Inc. Corporate Bonds Industrials United States Of America (The) US Dollar 355,000 349,608 349,608 0.05% 6.250% 03/15/26

04/30/20 Calamos Dynamic Convertible and Income Fund Delphi Technologies, PLC AP0822068 Corporate Bonds Industrials United Kingdom US Dollar 370,000 346,424 346,424 0.05% 5.000% 10/01/25

04/30/20 Calamos Dynamic Convertible and Income Fund Forestar Group, Inc. Corporate Bonds Real Estate United States Of America (The) US Dollar 350,000 345,391 345,391 0.05% 8.000% 04/15/24

04/30/20 Calamos Dynamic Convertible and Income Fund GLP Capital, LP / GLP Financing II, Inc. AS5396179 Corporate Bonds Consumer Discretionary United States Of America (The) US Dollar 350,000 344,341 344,341 0.05% 5.250% 06/01/25

04/30/20 Calamos Dynamic Convertible and Income Fund L Brands, Inc. JK0099925 Corporate Bonds Consumer Discretionary United States Of America (The) US Dollar 463,000 344,014 344,014 0.05% 6.875% 11/01/35

04/30/20 Calamos Dynamic Convertible and Income Fund Mattel, Inc. ZQ6712355 Corporate Bonds Consumer Discretionary United States Of America (The) US Dollar 350,000 342,575 342,575 0.05% 5.875% 12/15/27

04/30/20 Calamos Dynamic Convertible and Income Fund Tenet Healthcare Corp. ZR0802929 Corporate Bonds Health Care United States Of America (The) US Dollar 345,000 342,497 342,497 0.05% 4.875% 01/01/26



Investments

Interest

RateMaturity Date





04/30/20 Calamos Dynamic Convertible and Income Fund Albertsons Companies, Inc. / Safeway, Inc. / New Albertsons, LP / Albertsons, LLC ZQ5260075 Corporate Bonds Industrials United States Of America (The) US Dollar 340,000 342,271 342,271 0.05% 4.625% 01/15/27

04/30/20 Calamos Dynamic Convertible and Income Fund HCA, Inc. ED2106158 Corporate Bonds Health Care United States Of America (The) US Dollar 300,000 341,826 341,826 0.05% 7.500% 11/06/33

04/30/20 Calamos Dynamic Convertible and Income Fund Caesars Resort Collection, LLC / CRC Finco, Inc. AP2937898 Corporate Bonds Consumer Discretionary United States Of America (The) US Dollar 430,000 338,717 338,717 0.05% 5.250% 10/15/25

04/30/20 Calamos Dynamic Convertible and Income Fund Lennar Corp. AS6383929 Corporate Bonds Consumer Discretionary United States Of America (The) US Dollar 325,000 337,758 337,758 0.05% 5.250% 06/01/26

04/30/20 Calamos Dynamic Convertible and Income Fund Dell International, LLC / EMC Corp. LW1384012 Corporate Bonds Information Technology United States Of America (The) US Dollar 310,000 336,569 336,569 0.05% 6.020% 06/15/26

04/30/20 Calamos Dynamic Convertible and Income Fund International Game Technology, PLC AU5677383 Corporate Bonds Consumer Discretionary United States Of America (The) US Dollar 345,000 335,513 335,513 0.05% 6.250% 01/15/27

04/30/20 Calamos Dynamic Convertible and Income Fund Prospect Capital Corp. AN1868909 Convertible Bonds Financials United States Of America (The) US Dollar 350,000 335,302 335,302 0.05% 4.950% 07/15/22

04/30/20 Calamos Dynamic Convertible and Income Fund Post Holdings, Inc. AM4059995 Corporate Bonds Consumer Staples United States Of America (The) US Dollar 325,000 334,040 334,040 0.05% 5.750% 03/01/27

04/30/20 Calamos Dynamic Convertible and Income Fund Herc Holdings, Inc. AZ3048792 Corporate Bonds Industrials United States Of America (The) US Dollar 350,000 332,232 332,232 0.05% 5.500% 07/15/27

04/30/20 Calamos Dynamic Convertible and Income Fund VFH Parent LLC BL2852665 Bank Loans Information Technology United States Of America (The) US Dollar 341,139 331,843 331,843 0.05% 03/01/26

04/30/20 Calamos Dynamic Convertible and Income Fund Inmarsat Finance, PLC Bank Loan Communication Services United Kingdom US Dollar 355,000 329,559 329,559 0.05% 12/11/26

04/30/20 Calamos Dynamic Convertible and Income Fund Navistar International Corp. BL2552844 Bank Loans Industrials United States Of America (The) US Dollar 357,266 326,286 326,286 0.05% 11/06/24

04/30/20 Calamos Dynamic Convertible and Income Fund Mattel, Inc. AQ3771849 Corporate Bonds Consumer Discretionary United States Of America (The) US Dollar 320,000 325,576 325,576 0.05% 6.750% 12/31/25

04/30/20 Calamos Dynamic Convertible and Income Fund Station Casinos, LLC ZP6626664 Corporate Bonds Industrials United States Of America (The) US Dollar 405,000 324,545 324,545 0.05% 4.500% 02/15/28

04/30/20 Calamos Dynamic Convertible and Income Fund Tenet Healthcare Corp. EC5082374 Corporate Bonds Health Care United States Of America (The) US Dollar 375,000 324,255 324,255 0.05% 6.875% 11/15/31

04/30/20 Calamos Dynamic Convertible and Income Fund M/I Homes, Inc. AP0583090 Corporate Bonds Consumer Discretionary United States Of America (The) US Dollar 350,000 322,952 322,952 0.05% 5.625% 08/01/25

04/30/20 Calamos Dynamic Convertible and Income Fund Donnelley Financial Solutions, Inc. AM9395147 Corporate Bonds Financials United States Of America (The) US Dollar 345,000 321,644 321,644 0.05% 8.250% 10/15/24

04/30/20 Calamos Dynamic Convertible and Income Fund Camelot U.S. Acquisition 1 Co. BL3200377 Bank Loans Information Technology United States Of America (The) US Dollar 334,162 321,631 321,631 0.05% 10/31/26

04/30/20 Calamos Dynamic Convertible and Income Fund Boyd Gaming Corp. AT5910373 Corporate Bonds Consumer Discretionary United States Of America (The) US Dollar 355,000 321,579 321,579 0.05% 6.000% 08/15/26

04/30/20 Calamos Dynamic Convertible and Income Fund Icahn Enterprises, LP / Icahn Enterprises Finance Corp. Corporate Bonds Financials United States Of America (The) US Dollar 335,000 318,806 318,806 0.04% 5.250% 05/15/27

04/30/20 Calamos Dynamic Convertible and Income Fund Jefferies Finance, LLC / JFIN Co-Issuer Corp. ZS6658380 Corporate Bonds Financials United States Of America (The) US Dollar 350,000 318,077 318,077 0.04% 6.250% 06/03/26

04/30/20 Calamos Dynamic Convertible and Income Fund Jeld-Wen, Inc. AQ3066091 Corporate Bonds Industrials United States Of America (The) US Dollar 350,000 315,739 315,739 0.04% 4.625% 12/15/25

04/30/20 Calamos Dynamic Convertible and Income Fund Arconic, Inc. Corporate Bonds Industrials United States Of America (The) US Dollar 326,000 315,560 315,560 0.04% 5.125% 10/01/24

04/30/20 Calamos Dynamic Convertible and Income Fund Credit Acceptance Corp. Corporate Bonds Financials United States Of America (The) US Dollar 350,000 315,466 315,466 0.04% 6.625% 03/15/26

04/30/20 Calamos Dynamic Convertible and Income Fund CenturyLink, Inc. ZP5478034 Corporate Bonds Communication Services United States Of America (The) US Dollar 320,000 313,747 313,747 0.04% 4.000% 02/15/27

04/30/20 Calamos Dynamic Convertible and Income Fund New Gold, Inc. AN4680590 Corporate Bonds Materials Canada US Dollar 325,000 313,589 313,589 0.04% 6.375% 05/15/25

04/30/20 Calamos Dynamic Convertible and Income Fund Springleaf Finance Corp. AS5839129 Corporate Bonds Financials United States Of America (The) US Dollar 335,000 313,409 313,409 0.04% 7.125% 03/15/26

04/30/20 Calamos Dynamic Convertible and Income Fund Penske Automotive Group, Inc. LW1026639 Corporate Bonds Consumer Discretionary United States Of America (The) US Dollar 335,000 311,331 311,331 0.04% 5.500% 05/15/26

04/30/20 Calamos Dynamic Convertible and Income Fund Vistra Energy Corp. AO6589375 Corporate Bonds Utilities United States Of America (The) US Dollar 295,000 309,631 309,631 0.04% 8.125% 01/30/26

04/30/20 Calamos Dynamic Convertible and Income Fund Beacon Roofing Supply, Inc. AP5347301 Corporate Bonds Industrials United States Of America (The) US Dollar 350,000 309,418 309,418 0.04% 4.875% 11/01/25

04/30/20 Calamos Dynamic Convertible and Income Fund Occidental Petroleum Corp. AZ9882491 Corporate Bonds Energy United States Of America (The) US Dollar 354,000 308,469 308,469 0.04% 2.700% 08/15/22

04/30/20 Calamos Dynamic Convertible and Income Fund Radian Group, Inc. AZ1566431 Corporate Bonds Financials United States Of America (The) US Dollar 345,000 307,790 307,790 0.04% 4.875% 03/15/27

04/30/20 Calamos Dynamic Convertible and Income Fund Ford Motor Credit Company, LLC ZQ3597916 Corporate Bonds Consumer Discretionary United States Of America (The) US Dollar 350,000 307,169 307,169 0.04% 4.063% 11/01/24

04/30/20 Calamos Dynamic Convertible and Income Fund Harland Clarke Holdings Corp. AM3592855 Corporate Bonds Information Technology United States Of America (The) US Dollar 420,000 305,939 305,939 0.04% 8.375% 08/15/22

04/30/20 Calamos Dynamic Convertible and Income Fund Speedway Motorsports, LLC / Speedway Funding II, Inc. ZQ1721583 Corporate Bonds Consumer Discretionary United States Of America (The) US Dollar 345,000 305,294 305,294 0.04% 4.875% 11/01/27

04/30/20 Calamos Dynamic Convertible and Income Fund Lam Research Corp. LRCX 210115C00300000Purchased Options Information Technology United States Of America (The) US Dollar 12,500 304,375 304,375 0.04% 01/15/21

04/30/20 Calamos Dynamic Convertible and Income Fund Clear Channel Outdoor Holdings, Inc. BL3112358 Bank Loans Communication Services United States Of America (The) US Dollar 348,250 304,283 304,283 0.04% 08/21/26

04/30/20 Calamos Dynamic Convertible and Income Fund Terrier Media Buyer, Inc. BL2955146 Bank Loans Communication Services United States Of America (The) US Dollar 324,188 303,075 303,075 0.04% 12/17/26

04/30/20 Calamos Dynamic Convertible and Income Fund Century Communities, Inc. Corporate Bonds Consumer Discretionary United States Of America (The) US Dollar 345,000 303,034 303,034 0.04% 6.750% 06/01/27

04/30/20 Calamos Dynamic Convertible and Income Fund Silgan Holdings, Inc. ZQ4491473 Corporate Bonds Materials United States Of America (The) US Dollar 305,000 300,498 300,498 0.04% 4.125% 02/01/28

04/30/20 Calamos Dynamic Convertible and Income Fund Simmons Foods, Inc. AT5437450 Corporate Bonds Consumer Staples United States Of America (The) US Dollar 285,000 299,813 299,813 0.04% 7.750% 01/15/24

04/30/20 Calamos Dynamic Convertible and Income Fund Alcoa Nederland Holding, BV QZ6591866 Corporate Bonds Materials Netherlands (The) US Dollar 300,000 299,642 299,642 0.04% 7.000% 09/30/26

04/30/20 Calamos Dynamic Convertible and Income Fund Intelsat Jackson Holdings, SA BL2590349 Bank Loans Communication Services Luxembourg US Dollar 298,329 296,341 296,341 0.04% 01/02/24

04/30/20 Calamos Dynamic Convertible and Income Fund Starwood Property Trust, Inc. AT6478040 Corporate Bonds Financials United States Of America (The) US Dollar 345,000 296,245 296,245 0.04% 4.750% 03/15/25

04/30/20 Calamos Dynamic Convertible and Income Fund Macy's, Inc. Corporate Bonds Consumer Discretionary United States Of America (The) US Dollar 355,000 295,813 295,813 0.04% 3.875% 01/15/22

04/30/20 Calamos Dynamic Convertible and Income Fund Cumulus Media New Holdings, Inc. AZ1070269 Corporate Bonds Communication Services United States Of America (The) US Dollar 361,000 294,937 294,937 0.04% 6.750% 07/01/26

04/30/20 Calamos Dynamic Convertible and Income Fund CHS/Community Health Systems, Inc. AX4496664 Corporate Bonds Health Care United States Of America (The) US Dollar 305,000 292,943 292,943 0.04% 8.000% 03/15/26

04/30/20 Calamos Dynamic Convertible and Income Fund Nationstar Mortgage Holdings, Inc. ZP4800451 Corporate Bonds Industrials United States Of America (The) US Dollar 340,000 292,827 292,827 0.04% 6.000% 01/15/27

04/30/20 Calamos Dynamic Convertible and Income Fund Golden Nugget, Inc. QZ5107920 Corporate Bonds Industrials United States Of America (The) US Dollar 370,000 292,256 292,256 0.04% 6.750% 10/15/24

04/30/20 Calamos Dynamic Convertible and Income Fund Century Communities, Inc. AP8626859 Corporate Bonds Consumer Discretionary United States Of America (The) US Dollar 315,000 291,411 291,411 0.04% 5.875% 07/15/25

04/30/20 Calamos Dynamic Convertible and Income Fund Entercom Media Corp. Corporate Bonds Communication Services United States Of America (The) US Dollar 395,000 290,931 290,931 0.04% 6.500% 05/01/27

04/30/20 Calamos Dynamic Convertible and Income Fund Service Properties Trust ZR5518280 Corporate Bonds Real Estate United States Of America (The) US Dollar 345,000 290,174 290,174 0.04% 4.350% 10/01/24

04/30/20 Calamos Dynamic Convertible and Income Fund Centene Corp. ZQ6416262 Corporate Bonds Health Care United States Of America (The) US Dollar 276,000 289,233 289,233 0.04% 4.250% 12/15/27

04/30/20 Calamos Dynamic Convertible and Income Fund NexBank Capital, Inc. AP1543127 Corporate Bonds Financials United States Of America (The) US Dollar 290,000 284,752 284,752 0.04% 6.375% 09/30/27

04/30/20 Calamos Dynamic Convertible and Income Fund Intelsat Jackson Holdings, SA AO0291747 Corporate Bonds Communication Services Luxembourg US Dollar 490,000 284,555 284,555 0.04% 9.750% 07/15/25

04/30/20 Calamos Dynamic Convertible and Income Fund Magnolia Oil & Gas Operating, LLC / Magnolia Oil & Gas Finance Corp. AT6282269 Corporate Bonds Energy United States Of America (The) US Dollar 350,000 283,194 283,194 0.04% 6.000% 08/01/26

04/30/20 Calamos Dynamic Convertible and Income Fund BMC Software Finance, Inc. BL2725580 Bank Loans Information Technology United States Of America (The) US Dollar 325,875 283,104 283,104 0.04% 10/02/25

04/30/20 Calamos Dynamic Convertible and Income Fund CommScope Technologies, LLC EK9426702 Corporate Bonds Information Technology United States Of America (The) US Dollar 315,000 281,131 281,131 0.04% 6.000% 06/15/25

04/30/20 Calamos Dynamic Convertible and Income Fund Station Casinos, LLC AP0701759 Corporate Bonds Industrials United States Of America (The) US Dollar 336,000 280,414 280,414 0.04% 5.000% 10/01/25

04/30/20 Calamos Dynamic Convertible and Income Fund Ford Motor Credit Company, LLC EK4736030 Corporate Bonds Consumer Discretionary United States Of America (The) US Dollar 320,000 277,800 277,800 0.04% 3.664% 09/08/24

04/30/20 Calamos Dynamic Convertible and Income Fund Twin River Worldwide Holdings, Inc. ZS3926681 Corporate Bonds Consumer Discretionary United States Of America (The) US Dollar 345,000 275,224 275,224 0.04% 6.750% 06/01/27

04/30/20 Calamos Dynamic Convertible and Income Fund Level 3 Financing, Inc. JV2695411 Corporate Bonds Financials United States Of America (The) US Dollar 270,000 274,442 274,442 0.04% 5.375% 05/01/25

04/30/20 Calamos Dynamic Convertible and Income Fund Ford Motor Credit Company, LLC UV4117536 Corporate Bonds Consumer Discretionary United States Of America (The) US Dollar 315,000 272,642 272,642 0.04% 4.134% 08/04/25

04/30/20 Calamos Dynamic Convertible and Income Fund Cheniere Energy Partners, LP AZ4210623 Corporate Bonds Energy United States Of America (The) US Dollar 280,000 269,899 269,899 0.04% 5.625% 10/01/26

04/30/20 Calamos Dynamic Convertible and Income Fund Dun & Bradstreet Corporation (The) BL2777177 Bank Loans Industrials United States Of America (The) US Dollar 285,000 268,043 268,043 0.04% 02/06/26

04/30/20 Calamos Dynamic Convertible and Income Fund Navient Corp. AN7320442 Corporate Bonds Financials United States Of America (The) US Dollar 285,000 264,436 264,436 0.04% 6.750% 06/25/25

04/30/20 Calamos Dynamic Convertible and Income Fund Ashtead Capital, Inc. Corporate Bonds Communication Services United States Of America (The) US Dollar 275,000 263,104 263,104 0.04% 4.000% 05/01/28

04/30/20 Calamos Dynamic Convertible and Income Fund ILFC E-Capital Trust II EF2120311 Corporate Bonds Financials United States Of America (The) US Dollar 525,000 262,560 262,560 0.04% 3.570% 12/21/65

04/30/20 Calamos Dynamic Convertible and Income Fund Hughes Satellite Systems Corp. AN2586120 Corporate Bonds Communication Services United States Of America (The) US Dollar 245,000 262,527 262,527 0.04% 6.625% 08/01/26

04/30/20 Calamos Dynamic Convertible and Income Fund Intelsat Jackson Holdings, SA JK5358268 Corporate Bonds Communication Services Luxembourg US Dollar 255,000 261,005 261,005 0.04% 8.000% 02/15/24

04/30/20 Calamos Dynamic Convertible and Income Fund Newell Brands, Inc. JK5297565 Corporate Bonds Consumer Discretionary United States Of America (The) US Dollar 257,000 260,553 260,553 0.04% 4.700% 04/01/26

04/30/20 Calamos Dynamic Convertible and Income Fund SunEdison, Inc. Convertible Bonds Energy United States Of America (The) US Dollar 9,600,000 258,528 258,528 0.04% 0.250% 01/15/20

04/30/20 Calamos Dynamic Convertible and Income Fund VICI Properties, LP / VICI Note Company, Inc. ZP6096256 Corporate Bonds Financials United States Of America (The) US Dollar 272,000 253,186 253,186 0.04% 3.750% 02/15/27

04/30/20 Calamos Dynamic Convertible and Income Fund Energizer Holdings, Inc. AT0975538 Corporate Bonds Consumer Staples United States Of America (The) US Dollar 245,000 252,452 252,452 0.04% 6.375% 07/15/26

04/30/20 Calamos Dynamic Convertible and Income Fund First Quantum Minerals, Ltd. AM8365794 Corporate Bonds Materials Canada US Dollar 275,000 250,148 250,148 0.04% 7.250% 04/01/23

04/30/20 Calamos Dynamic Convertible and Income Fund INEOS Group Holdings, SA QZ0043591 Corporate Bonds Materials Luxembourg US Dollar 255,000 247,729 247,729 0.03% 5.625% 08/01/24

04/30/20 Calamos Dynamic Convertible and Income Fund iHeartCommunications, Inc. Bank Loans Communication Services United States Of America (The) US Dollar 274,313 247,567 247,567 0.03% 05/01/26

04/30/20 Calamos Dynamic Convertible and Income Fund Gulfport Energy Corp. AO6542499 Corporate Bonds Energy United States Of America (The) US Dollar 510,000 242,212 242,212 0.03% 6.375% 05/15/25

04/30/20 Calamos Dynamic Convertible and Income Fund Novelis Corp. ZP4591456 Corporate Bonds Industrials United States Of America (The) US Dollar 272,000 241,581 241,581 0.03% 4.750% 01/30/30

04/30/20 Calamos Dynamic Convertible and Income Fund NuStar Energy, LP EP0519363 Convertible Preferred Stocks Energy United States Of America (The) US Dollar 15,000 241,500 241,500 0.03%

04/30/20 Calamos Dynamic Convertible and Income Fund Par Petroleum, LLC / Par Petroleum Finance Corp. AQ3243922 Corporate Bonds Energy United States Of America (The) US Dollar 335,000 239,178 239,178 0.03% 7.750% 12/15/25

04/30/20 Calamos Dynamic Convertible and Income Fund Par Pacific Holdings, Inc. BL2867135 Bank Loans Energy United States Of America (The) US Dollar 308,388 237,459 237,459 0.03% 01/12/26

04/30/20 Calamos Dynamic Convertible and Income Fund Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp. AP0995856 Corporate Bonds Financials United States Of America (The) US Dollar 325,000 236,845 236,845 0.03% 5.250% 10/01/25

04/30/20 Calamos Dynamic Convertible and Income Fund Dell International, LLC / EMC Corp. Corporate Bonds Information Technology United States Of America (The) US Dollar 215,000 236,125 236,125 0.03% 6.100% 07/15/27

04/30/20 Calamos Dynamic Convertible and Income Fund Liberty Interactive, LLC EC2286150 Convertible Bonds Consumer Discretionary United States Of America (The) US Dollar 350,000 236,101 236,101 0.03% 4.000% 11/15/29

04/30/20 Calamos Dynamic Convertible and Income Fund Liberty Interactive, LLC EC2703774 Convertible Bonds Consumer Discretionary United States Of America (The) US Dollar 355,000 235,070 235,070 0.03% 3.750% 02/15/30

04/30/20 Calamos Dynamic Convertible and Income Fund Genesis Energy, LP / Genesis Energy Finance Corp. AQ2932913 Corporate Bonds Energy United States Of America (The) US Dollar 274,000 229,427 229,427 0.03% 6.250% 05/15/26

04/30/20 Calamos Dynamic Convertible and Income Fund NuStar Logistics, LP EP0436527 Convertible Preferred Stocks Energy United States Of America (The) US Dollar 12,000 228,960 228,960 0.03%

04/30/20 Calamos Dynamic Convertible and Income Fund JW Aluminum Continuous Cast Company AS6636755 Corporate Bonds Materials United States Of America (The) US Dollar 215,000 221,125 221,125 0.03% 10.250% 06/01/26

04/30/20 Calamos Dynamic Convertible and Income Fund Hill-Rom Holdings, Inc. Corporate Bonds Health Care United States Of America (The) US Dollar 215,000 219,633 219,633 0.03% 4.375% 09/15/27

04/30/20 Calamos Dynamic Convertible and Income Fund Michaels Stores, Inc. BL2702795 Bank Loans Consumer Discretionary United States Of America (The) US Dollar 263,652 219,062 219,062 0.03% 01/30/23

04/30/20 Calamos Dynamic Convertible and Income Fund Telecom Italia Capital, SA EF1097403 Corporate Bonds Communication Services Luxembourg US Dollar 210,000 218,694 218,694 0.03% 6.000% 09/30/34

04/30/20 Calamos Dynamic Convertible and Income Fund Telesat Canada / Telesat, LLC ZQ6740117 Corporate Bonds Communication Services Canada US Dollar 224,000 218,679 218,679 0.03% 4.875% 06/01/27

04/30/20 Calamos Dynamic Convertible and Income Fund Gray Television, Inc. Corporate Bonds Communication Services United States Of America (The) US Dollar 215,000 216,886 216,886 0.03% 7.000% 05/15/27

04/30/20 Calamos Dynamic Convertible and Income Fund VOC Escrow, Ltd. AR0152553 Corporate Bonds Consumer Discretionary United States Of America (The) US Dollar 275,000 216,656 216,656 0.03% 5.000% 02/15/28

04/30/20 Calamos Dynamic Convertible and Income Fund Mclaren Finance, PLC AO2518055 Corporate Bonds Consumer Discretionary United Kingdom US Dollar 325,000 216,512 216,512 0.03% 5.750% 08/01/22

04/30/20 Calamos Dynamic Convertible and Income Fund Netflix, Inc. ZQ2255805 Corporate Bonds Communication Services United States Of America (The) US Dollar 200,000 214,719 214,719 0.03% 4.875% 06/15/30

04/30/20 Calamos Dynamic Convertible and Income Fund Mallinckrodt International Finance, SA BL2369884 Bank Loans Health Care Luxembourg US Dollar 302,407 214,709 214,709 0.03% 09/24/24

04/30/20 Calamos Dynamic Convertible and Income Fund EnLink Midstream Partners, LP LW8414374 Corporate Bonds Energy United States Of America (The) US Dollar 345,000 214,587 214,587 0.03% 4.850% 07/15/26

04/30/20 Calamos Dynamic Convertible and Income Fund CommScope, Inc. BL2849315 Bank Loans Communication Services United States Of America (The) US Dollar 223,875 212,322 212,322 0.03% 04/06/26

04/30/20 Calamos Dynamic Convertible and Income Fund Golden Nugget, Inc. AP0936546 Corporate Bonds Industrials United States Of America (The) US Dollar 365,000 211,200 211,200 0.03% 8.750% 10/01/25

04/30/20 Calamos Dynamic Convertible and Income Fund LCPR Senior Secured Financing DAC ZQ0602586 Corporate Bonds Communication Services Ireland US Dollar 200,000 210,480 210,480 0.03% 6.750% 10/15/27



Investments

Interest

RateMaturity Date





04/30/20 Calamos Dynamic Convertible and Income Fund Tennant Company AQ8928170 Corporate Bonds Industrials United States Of America (The) US Dollar 210,000 210,341 210,341 0.03% 5.625% 05/01/25

04/30/20 Calamos Dynamic Convertible and Income Fund Navistar International Corp. AP8413092 Corporate Bonds Industrials United States Of America (The) US Dollar 245,000 210,208 210,208 0.03% 6.625% 11/01/25

04/30/20 Calamos Dynamic Convertible and Income Fund Albertsons Companies, Inc. / Safeway, Inc. / New Albertsons, LP / Albertsons, LLC ZP6141649 Corporate Bonds Industrials United States Of America (The) US Dollar 207,000 210,135 210,135 0.03% 4.875% 02/15/30

04/30/20 Calamos Dynamic Convertible and Income Fund ArcelorMittal, SA EH9968528 Corporate Bonds Materials Luxembourg US Dollar 200,000 209,847 209,847 0.03% 7.000% 10/15/39

04/30/20 Calamos Dynamic Convertible and Income Fund Credit Acceptance Corp. Corporate Bonds Financials United States Of America (The) US Dollar 238,000 209,552 209,552 0.03% 5.125% 12/31/24

04/30/20 Calamos Dynamic Convertible and Income Fund Univar Solutions USA, Inc. ZQ5843243 Corporate Bonds Materials United States Of America (The) US Dollar 210,000 209,015 209,015 0.03% 5.125% 12/01/27

04/30/20 Calamos Dynamic Convertible and Income Fund Cascades, Inc./Cascades USA, Inc. ZQ5844910 Corporate Bonds Industrials Canada US Dollar 207,000 208,545 208,545 0.03% 5.125% 01/15/26

04/30/20 Calamos Dynamic Convertible and Income Fund Fresh Market, Inc. JK8297398 Corporate Bonds Consumer Staples United States Of America (The) US Dollar 325,000 207,443 207,443 0.03% 9.750% 05/01/23

04/30/20 Calamos Dynamic Convertible and Income Fund ESH Hospitality, Inc. EK8932106 Corporate Bonds Consumer Discretionary United States Of America (The) US Dollar 220,000 207,092 207,092 0.03% 5.250% 05/01/25

04/30/20 Calamos Dynamic Convertible and Income Fund CHS/Community Health Systems, Inc. AM7742191 Corporate Bonds Health Care United States Of America (The) US Dollar 220,000 207,082 207,082 0.03% 6.250% 03/31/23

04/30/20 Calamos Dynamic Convertible and Income Fund Magellan Midstream Partners, LP MMP US Common Stocks Energy United States Of America (The) US Dollar 5,025 206,678 206,678 0.03%

04/30/20 Calamos Dynamic Convertible and Income Fund Bausch Health Cos., Inc. BL2848150 Bank Loans Health Care Canada US Dollar 212,500 204,997 204,997 0.03% 11/27/25

04/30/20 Calamos Dynamic Convertible and Income Fund HAT Holdings I, LLC / HAT Holdings II, LLC AZ3357128 Corporate Bonds Financials United States Of America (The) US Dollar 205,000 204,583 204,583 0.03% 5.250% 07/15/24

04/30/20 Calamos Dynamic Convertible and Income Fund RegionalCare Hospital Partners Holdings, Inc. BL3282532 Bank Loans Industrials United States Of America (The) US Dollar 219,331 204,221 204,221 0.03% 11/17/25

04/30/20 Calamos Dynamic Convertible and Income Fund Open Text Corp. Corporate Bonds Information Technology Canada US Dollar 204,000 199,580 199,580 0.03% 3.875% 02/15/28

04/30/20 Calamos Dynamic Convertible and Income Fund Calpine Corp. ZQ9880126 Corporate Bonds Utilities United States Of America (The) US Dollar 204,000 198,359 198,359 0.03% 4.500% 02/15/28

04/30/20 Calamos Dynamic Convertible and Income Fund Parkland Fuel Corp. Corporate Bonds Energy Canada US Dollar 205,000 198,010 198,010 0.03% 5.875% 07/15/27

04/30/20 Calamos Dynamic Convertible and Income Fund DCP Midstream Operating, LP EJ6821114 Corporate Bonds Energy United States Of America (The) US Dollar 415,000 197,577 197,577 0.03% 5.850% 05/21/43

04/30/20 Calamos Dynamic Convertible and Income Fund Kaiser Aluminum Corp. ZQ6704311 Corporate Bonds Materials United States Of America (The) US Dollar 210,000 196,238 196,238 0.03% 4.625% 03/01/28

04/30/20 Calamos Dynamic Convertible and Income Fund MTS Systems Corp. AZ5721065 Corporate Bonds Information Technology United States Of America (The) US Dollar 207,000 195,972 195,972 0.03% 5.750% 08/15/27

04/30/20 Calamos Dynamic Convertible and Income Fund Arrow Bidco, LLC AX5655847 Corporate Bonds Communication Services United States Of America (The) US Dollar 350,000 193,849 193,849 0.03% 9.500% 03/15/24

04/30/20 Calamos Dynamic Convertible and Income Fund Buckeye Partners, LP AL0365273 Corporate Bonds Energy United States Of America (The) US Dollar 210,000 191,674 191,674 0.03% 3.950% 12/01/26

04/30/20 Calamos Dynamic Convertible and Income Fund Innophos, Inc. Bank Loans Materials United States Of America (The) US Dollar 200,000 191,000 191,000 0.03% 02/04/27

04/30/20 Calamos Dynamic Convertible and Income Fund Consolidated Communications, Inc. UV8894064 Corporate Bonds Communication Services United States Of America (The) US Dollar 210,000 190,861 190,861 0.03% 6.500% 10/01/22

04/30/20 Calamos Dynamic Convertible and Income Fund Frontier Communications Corp. EJ6129948 Corporate Bonds Communication Services United States Of America (The) US Dollar 670,000 190,799 190,799 0.03% 7.625% 04/15/24

04/30/20 Calamos Dynamic Convertible and Income Fund Frontier Communications Corp. AR6698849 Corporate Bonds Communication Services United States Of America (The) US Dollar 205,000 189,762 189,762 0.03% 8.500% 04/01/26

04/30/20 Calamos Dynamic Convertible and Income Fund EQT Corp. Corporate Bonds Energy United States Of America (The) US Dollar 200,000 188,728 188,728 0.03% 7.000% 02/01/30

04/30/20 Calamos Dynamic Convertible and Income Fund Taylor Morrison Communities, Inc. Corporate Bonds Consumer Discretionary United States Of America (The) US Dollar 207,000 187,878 187,878 0.03% 5.750% 01/15/28

04/30/20 Calamos Dynamic Convertible and Income Fund Plains All American Pipeline, LP AP4298513 Corporate Bonds Energy United States Of America (The) US Dollar 270,000 187,753 187,753 0.03% 6.125% 12/31/99

04/30/20 Calamos Dynamic Convertible and Income Fund TransDigm, Inc. ZR2022344 Corporate Bonds Industrials United States Of America (The) US Dollar 205,000 187,124 187,124 0.03% 7.500% 03/15/27

04/30/20 Calamos Dynamic Convertible and Income Fund Vine Oil & Gas, LP / Vine Oil & Gas Finance Corp. AP5243682 Corporate Bonds Energy United States Of America (The) US Dollar 350,000 185,764 185,764 0.03% 8.750% 04/15/23

04/30/20 Calamos Dynamic Convertible and Income Fund Parexel International Corporation Bank Loans Communication Services United States Of America (The) US Dollar 200,000 184,285 184,285 0.03% 09/27/24

04/30/20 Calamos Dynamic Convertible and Income Fund Scientific Games International, Inc. AP3871773 Corporate Bonds Industrials United States Of America (The) US Dollar 210,000 183,616 183,616 0.03% 5.000% 10/15/25

04/30/20 Calamos Dynamic Convertible and Income Fund PTC, Inc. ZP7735357 Corporate Bonds Information Technology United States Of America (The) US Dollar 187,000 183,293 183,293 0.03% 4.000% 02/15/28

04/30/20 Calamos Dynamic Convertible and Income Fund Beverages & More, Inc. AN9475699 Corporate Bonds Consumer Discretionary United States Of America (The) US Dollar 330,000 182,985 182,985 0.03% 11.500% 06/15/22

04/30/20 Calamos Dynamic Convertible and Income Fund eG Global Finance, PLC ZS2796705 Corporate Bonds Energy United Kingdom US Dollar 200,000 181,231 181,231 0.03% 6.750% 02/07/25

04/30/20 Calamos Dynamic Convertible and Income Fund Graphic Packaging International, LLC AZ1126574 Corporate Bonds Industrials United States Of America (The) US Dollar 175,000 181,198 181,198 0.03% 4.750% 07/15/27

04/30/20 Calamos Dynamic Convertible and Income Fund New Albertson's, Inc. Corporate Bonds Consumer Staples United States Of America (The) US Dollar 177,000 180,978 180,978 0.03% 7.750% 06/15/26

04/30/20 Calamos Dynamic Convertible and Income Fund M/I Homes, Inc. ZP3358519 Corporate Bonds Consumer Discretionary United States Of America (The) US Dollar 205,000 180,595 180,595 0.03% 4.950% 02/01/28

04/30/20 Calamos Dynamic Convertible and Income Fund Freeport-McMoRan, Inc. AZ9096613 Corporate Bonds Materials United States Of America (The) US Dollar 185,000 179,753 179,753 0.03% 5.000% 09/01/27

04/30/20 Calamos Dynamic Convertible and Income Fund GLP Financing, LLC BL1806191 Bank Loans Financials United States Of America (The) US Dollar 182,321 178,675 178,675 0.03% 04/28/21

04/30/20 Calamos Dynamic Convertible and Income Fund Cedar Fair, LP Corporate Bonds Consumer Discretionary United States Of America (The) US Dollar 207,000 178,205 178,205 0.03% 5.250% 07/15/29

04/30/20 Calamos Dynamic Convertible and Income Fund Towne Bank AO3285506 Corporate Bonds Financials United States Of America (The) US Dollar 180,000 177,863 177,863 0.03% 4.500% 07/30/27

04/30/20 Calamos Dynamic Convertible and Income Fund Waste Pro USA, Inc. AQ8928139 Corporate Bonds Industrials United States Of America (The) US Dollar 175,000 174,802 174,802 0.02% 5.500% 02/15/26

04/30/20 Calamos Dynamic Convertible and Income Fund TransDigm UK Holdings, PLC AS4632491 Corporate Bonds Industrials United States Of America (The) US Dollar 200,000 174,259 174,259 0.02% 6.875% 05/15/26

04/30/20 Calamos Dynamic Convertible and Income Fund Apergy Corp. AV8249790 Corporate Bonds Energy United States Of America (The) US Dollar 210,000 172,457 172,457 0.02% 6.375% 05/01/26

04/30/20 Calamos Dynamic Convertible and Income Fund Granite Holdings US Acquisition Co. BL3159185 Bank Loans Industrials United States Of America (The) US Dollar 208,950 171,339 171,339 0.02% 09/30/26

04/30/20 Calamos Dynamic Convertible and Income Fund Bank of America Corp. ZP6235672 Corporate Bonds Financials United States Of America (The) US Dollar 190,000 171,007 171,007 0.02% 4.300% 12/31/99

04/30/20 Calamos Dynamic Convertible and Income Fund Forestar Group, Inc. Corporate Bonds Real Estate United States Of America (The) US Dollar 195,000 170,663 170,663 0.02% 5.000% 03/01/28

04/30/20 Calamos Dynamic Convertible and Income Fund Ashton Woods USA, LLC / Ashton Woods Finance Company ZP4619430 Corporate Bonds Consumer Discretionary United States Of America (The) US Dollar 204,000 167,947 167,947 0.02% 6.625% 01/15/28

04/30/20 Calamos Dynamic Convertible and Income Fund Team Health Holdings, Inc. AM0770991 Corporate Bonds Health Care United States Of America (The) US Dollar 302,000 166,857 166,857 0.02% 6.375% 02/01/25

04/30/20 Calamos Dynamic Convertible and Income Fund Salem Media Group, Inc. AN5191266 Corporate Bonds Consumer Discretionary United States Of America (The) US Dollar 205,000 165,216 165,216 0.02% 6.750% 06/01/24

04/30/20 Calamos Dynamic Convertible and Income Fund Expedia Group, Inc. Corporate Bonds Consumer Discretionary United States Of America (The) US Dollar 160,000 163,730 163,730 0.02% 7.000% 05/01/25

04/30/20 Calamos Dynamic Convertible and Income Fund Ford Motor Company Corporate Bonds Consumer Discretionary United States Of America (The) US Dollar 165,000 163,654 163,654 0.02% 8.500% 04/21/23

04/30/20 Calamos Dynamic Convertible and Income Fund American Airlines Group, Inc. ZS7022784 Corporate Bonds Industrials United States Of America (The) US Dollar 285,000 162,149 162,149 0.02% 5.000% 06/01/22

04/30/20 Calamos Dynamic Convertible and Income Fund Moog, Inc. ZQ9334678 Corporate Bonds Industrials United States Of America (The) US Dollar 170,000 160,366 160,366 0.02% 4.250% 12/15/27

04/30/20 Calamos Dynamic Convertible and Income Fund Ashton Woods USA, LLC / Ashton Woods Finance Company AX6674797 Corporate Bonds Consumer Discretionary United States Of America (The) US Dollar 163,000 157,432 157,432 0.02% 9.875% 04/01/27

04/30/20 Calamos Dynamic Convertible and Income Fund Diamond Sports Group, LLC / Diamond Sports Finance Company AZ5895505 Corporate Bonds Communication Services United States Of America (The) US Dollar 206,000 157,155 157,155 0.02% 5.375% 08/15/26

04/30/20 Calamos Dynamic Convertible and Income Fund Ally Financial, Inc. Corporate Bonds Financials United States Of America (The) US Dollar 145,000 154,582 154,582 0.02% 5.800% 05/01/25

04/30/20 Calamos Dynamic Convertible and Income Fund Entercom Media Corp. QZ7271781 Corporate Bonds Information Technology United States Of America (The) US Dollar 234,000 147,847 147,847 0.02% 7.250% 11/01/24

04/30/20 Calamos Dynamic Convertible and Income Fund United Rentals North America, Inc. AV2423664 Corporate Bonds Industrials United States Of America (The) US Dollar 140,000 146,992 146,992 0.02% 6.500% 12/15/26

04/30/20 Calamos Dynamic Convertible and Income Fund Penske Automotive Group, Inc. EK6131628 Corporate Bonds Consumer Discretionary United States Of America (The) US Dollar 155,000 144,612 144,612 0.02% 5.375% 12/01/24

04/30/20 Calamos Dynamic Convertible and Income Fund CSC Holdings, LLC Bank Loans Communication Services United States Of America (The) US Dollar 149,251 143,428 143,428 0.02% 04/15/27

04/30/20 Calamos Dynamic Convertible and Income Fund Frontier Communications Corp. AX6472374 Corporate Bonds Communication Services United States Of America (The) US Dollar 140,000 143,093 143,093 0.02% 8.000% 04/01/27

04/30/20 Calamos Dynamic Convertible and Income Fund CDK Global, Inc. ZS4458122 Corporate Bonds Information Technology United States Of America (The) US Dollar 140,000 142,807 142,807 0.02% 5.250% 05/15/29

04/30/20 Calamos Dynamic Convertible and Income Fund Pilgrim's Pride Corp. EK7883953 Corporate Bonds Consumer Staples United States Of America (The) US Dollar 140,000 141,612 141,612 0.02% 5.750% 03/15/25

04/30/20 Calamos Dynamic Convertible and Income Fund KeHE Distributors, LLC / KeHE Finance Corp. ZR5346153 Corporate Bonds Industrials United States Of America (The) US Dollar 133,000 141,154 141,154 0.02% 8.625% 10/15/26

04/30/20 Calamos Dynamic Convertible and Income Fund EnerSys ZQ9334884 Corporate Bonds Industrials United States Of America (The) US Dollar 145,000 140,680 140,680 0.02% 4.375% 12/15/27

04/30/20 Calamos Dynamic Convertible and Income Fund VICI Properties, LP / VICI Note Company, Inc. ZQ6672633 Corporate Bonds Financials United States Of America (The) US Dollar 152,000 140,605 140,605 0.02% 4.625% 12/01/29

04/30/20 Calamos Dynamic Convertible and Income Fund Cascades, Inc./Cascades USA, Inc. ZQ5845206 Corporate Bonds Industrials Canada US Dollar 138,000 140,112 140,112 0.02% 5.375% 01/15/28

04/30/20 Calamos Dynamic Convertible and Income Fund Energy Transfer, LP ET US Common Stocks Energy United States Of America (The) US Dollar 16,600 139,440 139,440 0.02%

04/30/20 Calamos Dynamic Convertible and Income Fund CenturyLink, Inc. ZQ9660247 Corporate Bonds Communication Services United States Of America (The) US Dollar 145,000 139,028 139,028 0.02% 5.125% 12/15/26

04/30/20 Calamos Dynamic Convertible and Income Fund Netflix, Inc. AP6970390 Corporate Bonds Communication Services United States Of America (The) US Dollar 130,000 138,614 138,614 0.02% 4.875% 04/15/28

04/30/20 Calamos Dynamic Convertible and Income Fund Navistar International Corp. Corporate Bonds Industrials United States Of America (The) US Dollar 132,000 138,536 138,536 0.02% 9.500% 05/01/25

04/30/20 Calamos Dynamic Convertible and Income Fund Fair Isaac Corp. ZQ8865110 Corporate Bonds Information Technology United States Of America (The) US Dollar 138,000 137,252 137,252 0.02% 4.000% 06/15/28

04/30/20 Calamos Dynamic Convertible and Income Fund Dell International, LLC / EMC Corp. Corporate Bonds Information Technology United States Of America (The) US Dollar 125,000 136,579 136,579 0.02% 5.850% 07/15/25

04/30/20 Calamos Dynamic Convertible and Income Fund Global Aircraft Leasing Company, Ltd. AZ8269351 Corporate Bonds Financials Cayman Islands (The) US Dollar 225,000 136,375 136,375 0.02% 6.500% 09/15/24

04/30/20 Calamos Dynamic Convertible and Income Fund Occidental Petroleum Corp. Corporate Bonds Energy United States Of America (The) US Dollar 213,000 134,990 134,990 0.02% 4.300% 08/15/39

04/30/20 Calamos Dynamic Convertible and Income Fund CCO Holdings, LLC / CCO Holdings Capital Corp. AO6355355 Corporate Bonds Consumer Discretionary United States Of America (The) US Dollar 130,000 134,225 134,225 0.02% 5.000% 02/01/28

04/30/20 Calamos Dynamic Convertible and Income Fund Mallinckrodt International Finance, SA / Mallinckrodt CB, LLC UV8401621 Corporate Bonds Health Care Luxembourg US Dollar 465,000 133,839 133,839 0.02% 5.625% 10/15/23

04/30/20 Calamos Dynamic Convertible and Income Fund Vector Group, Ltd. AV2452549 Corporate Bonds Consumer Staples United States Of America (The) US Dollar 142,000 133,278 133,278 0.02% 10.500% 11/01/26

04/30/20 Calamos Dynamic Convertible and Income Fund Frontier Communications Corp. JK9640208 Corporate Bonds Communication Services United States Of America (The) US Dollar 425,000 133,235 133,235 0.02% 11.000% 09/15/25

04/30/20 Calamos Dynamic Convertible and Income Fund Patrick Industries, Inc. ZR5328128 Corporate Bonds Industrials United States Of America (The) US Dollar 140,000 131,776 131,776 0.02% 7.500% 10/15/27

04/30/20 Calamos Dynamic Convertible and Income Fund Kaiser Aluminum Corp. Corporate Bonds Materials United States Of America (The) US Dollar 128,000 130,554 130,554 0.02% 6.500% 05/01/25

04/30/20 Calamos Dynamic Convertible and Income Fund W&T Offshore, Inc. AU7403242 Corporate Bonds Energy United States Of America (The) US Dollar 390,000 128,759 128,759 0.02% 9.750% 11/01/23

04/30/20 Calamos Dynamic Convertible and Income Fund United Rentals North America, Inc. JK9779527 Corporate Bonds Industrials United States Of America (The) US Dollar 125,000 128,750 128,750 0.02% 5.875% 09/15/26

04/30/20 Calamos Dynamic Convertible and Income Fund Alibaba Group Holding, Ltd. BABA 200619C00220000Purchased Options Consumer Discretionary United States Of America (The) US Dollar 30,000 128,250 128,250 0.02% 06/19/20

04/30/20 Calamos Dynamic Convertible and Income Fund Allsup's Convenience Stores, Inc. BL3203801 Bank Loans Industrials United States Of America (The) US Dollar 138,250 125,980 125,980 0.02% 11/18/24

04/30/20 Calamos Dynamic Convertible and Income Fund ESH Hospitality, Inc. ZR5601573 Corporate Bonds Consumer Discretionary United States Of America (The) US Dollar 138,000 125,085 125,085 0.02% 4.625% 10/01/27

04/30/20 Calamos Dynamic Convertible and Income Fund Viper Energy Partners, LP ZQ0662333 Corporate Bonds Energy United States Of America (The) US Dollar 140,000 124,715 124,715 0.02% 5.375% 11/01/27

04/30/20 Calamos Dynamic Convertible and Income Fund McDermott Tech Americas, Inc. BL2604710 Bank Loans Energy United States Of America (The) US Dollar 359,545 124,343 124,343 0.02% 05/09/25

04/30/20 Calamos Dynamic Convertible and Income Fund VICI Properties, LP / VICI Note Company, Inc. ZP6096280 Corporate Bonds Financials United States Of America (The) US Dollar 136,000 124,262 124,262 0.02% 4.125% 08/15/30

04/30/20 Calamos Dynamic Convertible and Income Fund Epic Crude Services LP Bank Loans Other United States Of America (The) US Dollar 200,000 123,600 123,600 0.02% 03/02/26

04/30/20 Calamos Dynamic Convertible and Income Fund Allegheny Technologies, Inc. ZQ6903939 Corporate Bonds Materials United States Of America (The) US Dollar 147,000 123,401 123,401 0.02% 5.875% 12/01/27

04/30/20 Calamos Dynamic Convertible and Income Fund Baffinland Iron Mines Corp. / Baffinland Iron Mines, LP AT1653340 Corporate Bonds Materials Canada US Dollar 140,000 123,315 123,315 0.02% 8.750% 07/15/26

04/30/20 Calamos Dynamic Convertible and Income Fund Telesat Canada / Telesat, LLC ZR8312723 Corporate Bonds Communication Services Canada US Dollar 130,000 123,283 123,283 0.02% 6.500% 10/15/27

04/30/20 Calamos Dynamic Convertible and Income Fund Avolon Holdings Funding, Ltd. AX2431622 Corporate Bonds Industrials Ireland US Dollar 137,000 120,990 120,990 0.02% 5.250% 05/15/24

04/30/20 Calamos Dynamic Convertible and Income Fund Freeport-McMoRan, Inc. EJ8260881 Corporate Bonds Materials United States Of America (The) US Dollar 130,000 119,863 119,863 0.02% 5.450% 03/15/43

04/30/20 Calamos Dynamic Convertible and Income Fund AG Issuer, LLC ZP7194670 Corporate Bonds Financials United States Of America (The) US Dollar 136,000 119,827 119,827 0.02% 6.250% 03/01/28

04/30/20 Calamos Dynamic Convertible and Income Fund Granite Holdings US Acquisition Company Corporate Bonds Industrials United States Of America (The) US Dollar 140,000 119,374 119,374 0.02% 11.000% 10/01/27

04/30/20 Calamos Dynamic Convertible and Income Fund JBS USA LUX, SA / JBS USA Food Company / JBS USA Finance, Inc. AX9748440 Corporate Bonds Consumer Staples United States Of America (The) US Dollar 112,000 119,289 119,289 0.02% 6.500% 04/15/29

04/30/20 Calamos Dynamic Convertible and Income Fund Howmet Aerospace, Inc. Corporate Bonds Industrials United States Of America (The) US Dollar 114,000 116,828 116,828 0.02% 6.875% 05/01/25



Investments

Interest

RateMaturity Date





04/30/20 Calamos Dynamic Convertible and Income Fund Continental Resources, Inc. Corporate Bonds Energy United States Of America (The) US Dollar 135,000 112,683 112,683 0.02% 3.800% 06/01/24

04/30/20 Calamos Dynamic Convertible and Income Fund Freeport-McMoRan, Inc. Corporate Bonds Materials United States Of America (The) US Dollar 120,000 111,944 111,944 0.02% 5.400% 11/14/34

04/30/20 Calamos Dynamic Convertible and Income Fund Talen Energy Supply, LLC AQ0357139 Corporate Bonds Utilities United States Of America (The) US Dollar 135,000 111,591 111,591 0.02% 10.500% 01/15/26

04/30/20 Calamos Dynamic Convertible and Income Fund Patrick Industries, Inc. Convertible Bonds Industrials United States Of America (The) US Dollar 135,000 111,509 111,509 0.02% 1.000% 02/01/23

04/30/20 Calamos Dynamic Convertible and Income Fund UAL Pass Through Trust Series 2007-1 EG5837927 Corporate Bonds Airlines United States Of America (The) US Dollar 128,357 111,039 111,039 0.02% 6.636% 01/02/24

04/30/20 Calamos Dynamic Convertible and Income Fund Tronox Finance, PLC AP0741482 Corporate Bonds Financials United Kingdom US Dollar 120,000 109,814 109,814 0.02% 5.750% 10/01/25

04/30/20 Calamos Dynamic Convertible and Income Fund Frontier Communications Corp. JK9640190 Corporate Bonds Communication Services United States Of America (The) US Dollar 350,000 108,077 108,077 0.02% 10.500% 09/15/22

04/30/20 Calamos Dynamic Convertible and Income Fund Post Holdings, Inc. Corporate Bonds Consumer Staples United States Of America (The) US Dollar 105,000 106,094 106,094 0.01% 5.500% 12/15/29

04/30/20 Calamos Dynamic Convertible and Income Fund Asbury Automotive Group, Inc. Corporate Bonds Consumer Discretionary United States Of America (The) US Dollar 126,000 105,841 105,841 0.01% 4.500% 03/01/28

04/30/20 Calamos Dynamic Convertible and Income Fund EQT Corp. Corporate Bonds Energy United States Of America (The) US Dollar 110,000 105,666 105,666 0.01% 6.125% 02/01/25

04/30/20 Calamos Dynamic Convertible and Income Fund Expedia Group, Inc. Corporate Bonds Consumer Discretionary United States Of America (The) US Dollar 103,000 105,056 105,056 0.01% 6.250% 05/01/25

04/30/20 Calamos Dynamic Convertible and Income Fund NRG Energy, Inc. AM9933608 Corporate Bonds Utilities United States Of America (The) US Dollar 95,000 101,563 101,563 0.01% 6.625% 01/15/27

04/30/20 Calamos Dynamic Convertible and Income Fund CBL & Associates, LP EJ9535943 Corporate Bonds Real Estate United States Of America (The) US Dollar 365,000 99,630 99,630 0.01% 5.250% 12/01/23

04/30/20 Calamos Dynamic Convertible and Income Fund Avolon Holdings Funding, Ltd. ZP4052913 Corporate Bonds Industrials Ireland US Dollar 120,000 99,331 99,331 0.01% 2.875% 02/15/25

04/30/20 Calamos Dynamic Convertible and Income Fund Buckeye Partners, LP EJ9236625 Corporate Bonds Energy United States Of America (The) US Dollar 135,000 97,766 97,766 0.01% 5.850% 11/15/43

04/30/20 Calamos Dynamic Convertible and Income Fund US Airways Pass Through Trust Series 2012-2, Class B EJ4648774 Corporate Bonds Consumer Discretionary United States Of America (The) US Dollar 120,679 96,946 96,946 0.01% 6.750% 12/03/22

04/30/20 Calamos Dynamic Convertible and Income Fund Weatherford International, Ltd. ZP1060745 Corporate Bonds Energy United States Of America (The) US Dollar 130,000 96,444 96,444 0.01% 11.000% 12/01/24

04/30/20 Calamos Dynamic Convertible and Income Fund iHeartCommunications, Inc. ZS4634987 Corporate Bonds Communication Services United States Of America (The) US Dollar 115,000 96,185 96,185 0.01% 8.375% 05/01/27

04/30/20 Calamos Dynamic Convertible and Income Fund Murphy Oil Corp. ZQ6019256 Corporate Bonds Energy United States Of America (The) US Dollar 140,000 95,554 95,554 0.01% 5.875% 12/01/27

04/30/20 Calamos Dynamic Convertible and Income Fund Targa Resources Corp. TRGP US Common Stocks Energy United States Of America (The) US Dollar 7,365 95,450 95,450 0.01%

04/30/20 Calamos Dynamic Convertible and Income Fund American Airlines Group, Inc. Corporate Bonds Industrials United States Of America (The) US Dollar 200,000 93,898 93,898 0.01% 3.750% 03/01/25

04/30/20 Calamos Dynamic Convertible and Income Fund Teva Pharmaceutical Finance Netherlands III, BV LW9258267 Corporate Bonds Health Care Netherlands (The) US Dollar 90,000 87,879 87,879 0.01% 2.200% 07/21/21

04/30/20 Calamos Dynamic Convertible and Income Fund EnLink Midstream Partners, LP AP1710023 Corporate Bonds Energy United States Of America (The) US Dollar 340,000 87,261 87,261 0.01% 6.000% 12/31/99

04/30/20 Calamos Dynamic Convertible and Income Fund Hughes Satellite Systems Corp. AN2585304 Corporate Bonds Communication Services United States Of America (The) US Dollar 80,000 84,488 84,488 0.01% 5.250% 08/01/26

04/30/20 Calamos Dynamic Convertible and Income Fund Micron Technology, Inc. MU 200619C00057500Purchased Options Information Technology United States Of America (The) US Dollar 116,500 81,550 81,550 0.01% 06/19/20

04/30/20 Calamos Dynamic Convertible and Income Fund McDermott Technology Americas Inc Bank Loans Energy United States Of America (The) US Dollar 84,830 81,097 81,097 0.01% 10/21/20

04/30/20 Calamos Dynamic Convertible and Income Fund Transocean, Inc. AP4216234 Corporate Bonds Energy United States Of America (The) US Dollar 195,000 74,215 74,215 0.01% 7.500% 01/15/26

04/30/20 Calamos Dynamic Convertible and Income Fund Intelsat Jackson Holdings, SA EJ6883015 Corporate Bonds Communication Services Luxembourg US Dollar 135,000 73,743 73,743 0.01% 5.500% 08/01/23

04/30/20 Calamos Dynamic Convertible and Income Fund Mineral Resources, Ltd. ZS0950304 Corporate Bonds Materials Australia US Dollar 70,000 71,892 71,892 0.01% 8.125% 05/01/27

04/30/20 Calamos Dynamic Convertible and Income Fund Compass Minerals International, Inc. ZQ7103505 Corporate Bonds Materials United States Of America (The) US Dollar 72,000 71,368 71,368 0.01% 6.750% 12/01/27

04/30/20 Calamos Dynamic Convertible and Income Fund Post Holdings, Inc. AQ2306365 Corporate Bonds Consumer Staples United States Of America (The) US Dollar 70,000 71,316 71,316 0.01% 5.625% 01/15/28

04/30/20 Calamos Dynamic Convertible and Income Fund Go Daddy Operating Company, LLC / GD Finance Company, Inc. ZS8912124 Corporate Bonds Communication Services United States Of America (The) US Dollar 69,000 70,979 70,979 0.01% 5.250% 12/01/27

04/30/20 Calamos Dynamic Convertible and Income Fund NextEra Energy Operating Partners, LP Corporate Bonds Utilities United States Of America (The) US Dollar 70,000 70,830 70,830 0.01% 4.250% 07/15/24

04/30/20 Calamos Dynamic Convertible and Income Fund New Albertson's, Inc. EC3827226 Corporate Bonds Consumer Staples United States Of America (The) US Dollar 69,000 70,636 70,636 0.01% 8.000% 05/01/31

04/30/20 Calamos Dynamic Convertible and Income Fund Talen Energy Supply, LLC ZS5254173 Corporate Bonds Utilities United States Of America (The) US Dollar 70,000 69,442 69,442 0.01% 7.250% 05/15/27

04/30/20 Calamos Dynamic Convertible and Income Fund Vail Resorts, Inc. Corporate Bonds Consumer Discretionary United States Of America (The) US Dollar 66,000 68,179 68,179 0.01% 6.250% 05/15/25

04/30/20 Calamos Dynamic Convertible and Income Fund Gap, Inc. Corporate Bonds Consumer Discretionary United States Of America (The) US Dollar 65,000 68,108 68,108 0.01% 8.375% 05/15/23

04/30/20 Calamos Dynamic Convertible and Income Fund Allison Transmission, Inc. Corporate Bonds Industrials United States Of America (The) US Dollar 70,000 68,063 68,063 0.01% 5.875% 06/01/29

04/30/20 Calamos Dynamic Convertible and Income Fund Delta Air Lines, Inc. Corporate Bonds Industrials United States Of America (The) US Dollar 66,000 67,782 67,782 0.01% 7.000% 05/01/25

04/30/20 Calamos Dynamic Convertible and Income Fund Hertz Corp. AN8039298 Corporate Bonds Industrials United States Of America (The) US Dollar 175,000 66,881 66,881 0.01% 7.625% 06/01/22

04/30/20 Calamos Dynamic Convertible and Income Fund Installed Building Products, Inc. ZR5837292 Corporate Bonds Consumer Discretionary United States Of America (The) US Dollar 69,000 66,378 66,378 0.01% 5.750% 02/01/28

04/30/20 Calamos Dynamic Convertible and Income Fund Polyone Corp. Corporate Bonds Materials United States Of America (The) US Dollar 65,000 65,858 65,858 0.01% 5.750% 05/15/25

04/30/20 Calamos Dynamic Convertible and Income Fund MGM Resorts International Corporate Bonds Consumer Discretionary United States Of America (The) US Dollar 67,000 65,507 65,507 0.01% 6.750% 05/01/25

04/30/20 Calamos Dynamic Convertible and Income Fund Lonestar Resources America, Inc. AQ4317816 Corporate Bonds Energy United States Of America (The) US Dollar 460,000 65,097 65,097 0.01% 11.250% 01/01/23

04/30/20 Calamos Dynamic Convertible and Income Fund HAT Holdings I, LLC / HAT Holdings II, LLC Corporate Bonds Financials United States Of America (The) US Dollar 65,000 65,096 65,096 0.01% 6.000% 04/15/25



04/30/20 Calamos Dynamic Convertible and Income Fund Norbord, Inc. AZ2149609 Corporate Bonds Materials Canada US Dollar 69,000 63,236 63,236 0.01% 5.750% 07/15/27

04/30/20 Calamos Dynamic Convertible and Income Fund Holly Energy Partners, LP / Holly Energy Finance Corp. ZP6097262 Corporate Bonds Energy United States Of America (The) US Dollar 68,000 61,795 61,795 0.01% 5.000% 02/01/28

04/30/20 Calamos Dynamic Convertible and Income Fund Hess Midstream Partners, LP Corporate Bonds Energy United States Of America (The) US Dollar 70,000 61,691 61,691 0.01% 5.125% 06/15/28

04/30/20 Calamos Dynamic Convertible and Income Fund Springleaf Finance Corp. ZS5355376 Corporate Bonds Financials United States Of America (The) US Dollar 69,000 61,009 61,009 0.01% 6.625% 01/15/28

04/30/20 Calamos Dynamic Convertible and Income Fund TransDigm, Inc. Bank Loans Industrials United States Of America (The) US Dollar 69,296 60,959 60,959 0.01% 12/09/25

04/30/20 Calamos Dynamic Convertible and Income Fund Denbury Resources, Inc. AZ2064667 Corporate Bonds Energy United States Of America (The) US Dollar 329,000 58,570 58,570 0.01% 7.750% 02/15/24

04/30/20 Calamos Dynamic Convertible and Income Fund SESI, LLC AS2381794 Corporate Bonds Energy United States Of America (The) US Dollar 275,000 57,184 57,184 0.01% 7.750% 09/15/24

04/30/20 Calamos Dynamic Convertible and Income Fund Icahn Enterprises, LP / Icahn Enterprises Finance Corp. Corporate Bonds Financials United States Of America (The) US Dollar 60,000 57,001 57,001 0.01% 4.750% 09/15/24

04/30/20 Calamos Dynamic Convertible and Income Fund Laredo Petroleum, Inc. ZP3000780 Corporate Bonds Energy United States Of America (The) US Dollar 135,000 55,179 55,179 0.01% 10.125% 01/15/28

04/30/20 Calamos Dynamic Convertible and Income Fund Moss Creek Resources Holdings, Inc. Corporate Bonds Energy United States Of America (The) US Dollar 145,000 54,274 54,274 0.01% 10.500% 05/15/27

04/30/20 Calamos Dynamic Convertible and Income Fund Denbury Resources, Inc. AZ2064790 Convertible Bonds Energy United States Of America (The) US Dollar 120,000 53,131 53,131 0.01% 6.375% 12/31/24

04/30/20 Calamos Dynamic Convertible and Income Fund Hertz Corp. ZQ6186576 Corporate Bonds Industrials United States Of America (The) US Dollar 280,000 51,170 51,170 0.01% 6.000% 01/15/28

04/30/20 Calamos Dynamic Convertible and Income Fund Transocean, Inc. ZP3635908 Corporate Bonds Energy United States Of America (The) US Dollar 130,000 50,755 50,755 0.01% 8.000% 02/01/27

04/30/20 Calamos Dynamic Convertible and Income Fund Chevron Corp. CVX US Common Stocks Energy United States Of America (The) US Dollar 525 48,300 48,300 0.01%

04/30/20 Calamos Dynamic Convertible and Income Fund Michaels Stores, Inc. AZ2020883 Corporate Bonds Consumer Discretionary United States Of America (The) US Dollar 68,000 47,513 47,513 0.01% 8.000% 07/15/27

04/30/20 Calamos Dynamic Convertible and Income Fund Williams Companies, Inc. WMB US Common Stocks Energy United States Of America (The) US Dollar 2,400 46,488 46,488 0.01%

04/30/20 Calamos Dynamic Convertible and Income Fund Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp. ZP5181760 Corporate Bonds Financials United States Of America (The) US Dollar 63,000 45,129 45,129 0.01% 4.250% 02/01/27

04/30/20 Calamos Dynamic Convertible and Income Fund Moss Creek Resources Holdings, Inc. AQ6723987 Corporate Bonds Energy United States Of America (The) US Dollar 130,000 44,017 44,017 0.01% 7.500% 01/15/26

04/30/20 Calamos Dynamic Convertible and Income Fund SM Energy Company QZ4913583 Corporate Bonds Energy United States Of America (The) US Dollar 150,000 41,018 41,018 0.01% 6.750% 09/15/26

04/30/20 Calamos Dynamic Convertible and Income Fund Calfrac Holdings, LP Corporate Bonds Energy United States Of America (The) US Dollar 76,450 40,350 40,350 0.01% 10.875% 03/15/26

04/30/20 Calamos Dynamic Convertible and Income Fund McDermott Technology Americas Inc Bank Loans Energy United States Of America (The) US Dollar 37,940 36,271 36,271 0.01% 10/21/20

04/30/20 Calamos Dynamic Convertible and Income Fund Nordstrom, Inc. Corporate Bonds Consumer Discretionary United States Of America (The) US Dollar 31,000 33,230 33,230 0.00% 8.750% 05/15/25

04/30/20 Calamos Dynamic Convertible and Income Fund Schlumberger, Ltd. SLB US Common Stocks Energy United States Of America (The) US Dollar 1,960 32,967 32,967 0.00%

04/30/20 Calamos Dynamic Convertible and Income Fund McDermott Technologies Americas, Inc. / McDermott Technology U.S., Inc. Corporate Bonds Energy United States Of America (The) US Dollar 560,000 28,602 28,602 0.00% 05/01/24

04/30/20 Calamos Dynamic Convertible and Income Fund Frontier Communications Corp. EJ3170390 Corporate Bonds Communication Services United States Of America (The) US Dollar 100,000 27,208 27,208 0.00% 7.125% 01/15/23

04/30/20 Calamos Dynamic Convertible and Income Fund Whiting Petroleum Corp. Corporate Bonds Energy United States Of America (The) US Dollar 265,000 27,123 27,123 0.00% 6.625% 01/15/26

04/30/20 Calamos Dynamic Convertible and Income Fund Wells Fargo & Company WFC 210115C00055000Purchased Options Financials United States Of America (The) US Dollar 245,000 26,950 26,950 0.00% 01/15/21

04/30/20 Calamos Dynamic Convertible and Income Fund Intelsat, SA AT0598207 Convertible Bonds Communication Services Luxembourg US Dollar 137,000 25,937 25,937 0.00% 4.500% 06/15/25

04/30/20 Calamos Dynamic Convertible and Income Fund Nine Energy Service, Inc. Corporate Bonds Energy United States Of America (The) US Dollar 125,000 24,518 24,518 0.00% 8.750% 11/01/23

04/30/20 Calamos Dynamic Convertible and Income Fund Denbury Resources, Inc. AQ2692491 Corporate Bonds Energy United States Of America (The) US Dollar 130,000 23,825 23,825 0.00% 9.250% 03/31/22

04/30/20 Calamos Dynamic Convertible and Income Fund Oasis Petroleum, Inc. Corporate Bonds Energy United States Of America (The) US Dollar 170,000 22,363 22,363 0.00% 6.250% 05/01/26

04/30/20 Calamos Dynamic Convertible and Income Fund California Resources Corp. QJ9576332 Corporate Bonds Energy United States Of America (The) US Dollar 605,000 21,541 21,541 0.00% 8.000% 12/15/22

04/30/20 Calamos Dynamic Convertible and Income Fund EP Energy, LLC / Everest Acquisition Finance, Inc. AS7251760 Corporate Bonds Energy United States Of America (The) US Dollar 171,000 21,156 21,156 0.00% 7.750% 05/15/26

04/30/20 Calamos Dynamic Convertible and Income Fund Weatherford International, PLC WFTLF US Common Stocks Energy Switzerland US Dollar 4,325 19,463 19,463 0.00%

04/30/20 Calamos Dynamic Convertible and Income Fund GasLog, Ltd. GLOG US Common Stocks Energy Monaco US Dollar 3,850 17,787 17,787 0.00%

04/30/20 Calamos Dynamic Convertible and Income Fund Diamond Offshore Drilling, Inc. AO5785594 Corporate Bonds Energy United States Of America (The) US Dollar 140,000 14,979 14,979 0.00% 7.875% 08/15/25

04/30/20 Calamos Dynamic Convertible and Income Fund Calfrac Holdings, LP Corporate Bonds Energy United States Of America (The) US Dollar 145,000 9,174 9,174 0.00% 8.500% 06/15/26

04/30/20 Calamos Dynamic Convertible and Income Fund Cumulus Media, Inc. - Class A CMLS US Common Stocks Communication Services United States Of America (The) US Dollar 1,943 8,607 8,607 0.00%

04/30/20 Calamos Dynamic Convertible and Income Fund Chaparral Energy, Inc. AT1789664 Corporate Bonds Energy United States Of America (The) US Dollar 350,000 8,096 8,096 0.00% 8.750% 07/15/23

04/30/20 Calamos Dynamic Convertible and Income Fund Dean Foods Company EK7617575 Corporate Bonds Consumer Staples United States Of America (The) US Dollar 210,000 6,618 6,618 0.00% 03/15/23

04/30/20 Calamos Dynamic Convertible and Income Fund Bruin E&P Partners, LLC AT6183442 Corporate Bonds Energy United States Of America (The) US Dollar 210,000 5,417 5,417 0.00% 8.875% 08/01/23

04/30/20 Calamos Dynamic Convertible and Income Fund Chesapeake Energy Corp. ZP0886157 Corporate Bonds Energy United States Of America (The) US Dollar 170,000 4,938 4,938 0.00% 11.500% 01/01/25

04/30/20 Calamos Dynamic Convertible and Income Fund EP Energy, LLC / Everest Acquisition Finance, Inc. AQ5961638 Corporate Bonds Energy United States Of America (The) US Dollar 245,000 4,551 4,551 0.00% 9.375% 05/01/24

04/30/20 Calamos Dynamic Convertible and Income Fund Windstream Services, LLC / Windstream Finance Corp. EI6406223 Corporate Bonds Communication Services United States Of America (The) US Dollar 112,000 3,807 3,807 0.00% 7.750% 10/01/21

04/30/20 Calamos Dynamic Convertible and Income Fund Windstream Services, LLC / Windstream Finance Corp. AT8640076 Corporate Bonds Communication Services United States Of America (The) US Dollar 43,000 2,479 2,479 0.00% 10.500% 06/30/24

04/30/20 Calamos Dynamic Convertible and Income Fund Denbury Resources, Inc. EK1856799 Corporate Bonds Energy United States Of America (The) US Dollar 81,000 1,949 1,949 0.00% 5.500% 05/01/22

04/30/20 Calamos Dynamic Convertible and Income Fund iHeartCommunications, Inc. Bank Loans Communication Services United States Of America (The) US Dollar 0 0 0 0.00% 05/01/26

04/30/20 Calamos Dynamic Convertible and Income Fund Tesla, Inc. Written Options Consumer Discretionary United States Of America (The) US Dollar (14,500) (341,113) (341,113) -0.05% 06/19/20

calamos funds portfolio data as of 3/31/20 (unaudited ...€¦ · 03/31/20 calamos dynamic...

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